for the Second Conference on Network Models and stress testing for financial stability

Banco de México, the University of Zurich, the Bank of Canada and the Journal of Financial Stability continue with the series of biennial conferences addressing novel research on network models and stress testing for financial stability.

Aims and scope. The development of network and stress testing models have proven to be useful in achieving a better understanding of systemic risk. These approaches have been applied to study the implications of changes in the regulatory landscape, to understand and detect new threats to the stability of financial systems, and other financial stability related topics. The conference aims to bring together policymakers and academics as well as industry representatives to examine progress in designing a safer financial system, to study the intended and unintended consequences of regulation on the global financial system, and to explore recent methodological advances in the study of systemic risk.

Venue: Mexico City September 26-27 . NOTE the conference is organized in connection with the Conference on Complex System 2017, Cancun, September 17-22, in which a Satellite workshop on Financial Networks and Systemic Risk is held on September 20.

Topics. Conference topics relate to the application of network models and stress testing to financial stability and banking. These include (but are not limited to):

  • Network models for systemic risk measurement and monitoring;
  • Unintended consequences of regulation in the banking system;
  • Stress testing: methodological developments, the interaction between solvency and liquidity, feedback effects;
  • Financial stability analytics and visualization for monitoring the financial system;
  • Early warning systems: detection of build-up of systemic risk, data gaps, design of vulnerability indicators, interactions between global and domestic financial cycles;
  • Systemic risk: how to measure, monitor and mitigate it;
  • Systemic liquidity funding risk and market risk for banking systems;
  • Big Data models and applications for systemic risk and stress testing analysis of banking systems.

Submissions We encourage submission of papers that report original work and that do not have a “revise-resubmit”, or “accepted” journal decision. Submissions may be part of a working paper series. The papers should be emailed to the following address: with the following subject line “Submission – Networks and Stress Testing Conference”.

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