Endogenous financial networks and the price of systemic risk – Research Plenary Session @ FINEXUS Conference

Time and Venue: Fri, 19 Jan 2018, 09:00 – 10:10. Aula KOL-G-201, Univ. of Zurich
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Summary. While the existence of a tradeoff between risk diversification and contagion has become evident to most scholars since the events of 2008, the underlying mathematical and economic mechanisms have been clarified only recently. This session examines the relations between the architecture of financial networks and their ability to amplify shocks both in a static and in an endogenous link formation setting. The results are relevant to for pricing the impact of systemic effects on the obligation of financial counterparties as well as the contribution of investors to financial stability.

Panelclick here for speaker biographies:

  Christoffer Kok (Advisor, Directorate General Macroprudential Policy and Financial Stability, ECB)
  Mauro Napoletano (Professor, SciencesPo)
Marco D’Errico (European Systemic Risk Board)
Paolo Barucca (PostDoc, UZH)
Alan Roncoroni (PhD Student, UZH)

The SIMPOL Project is currently funded by the H2020 European grant DOLFINS (no. 640772) in the Global Systems Science area of the Future Emerging Technologies program.