Financial Stability: Challenges and Insights from New Tools

The relation between the architecture of financial networks and their ability to amplify shocks both in a static and in an endogenous link formation setting is very relevant for pricing the impact of systemic effects on the obligation of financial counterparties and to evaluate the contribution of investors to financial stability. Furthermore, while most central banks’ mandate is focused on price stability, a major legacy from the Great Recession has been that price stability requires one to look also at financial stability, and from a systemic point of view.

Deeply related to SPFEN@NetSci2018, the workshop Financial Stability: Challenges and Insights from New Tools will focus on discussing how financial network and agent-based models can usefully be employed to analyze the impact of financial stability and macro-prudential policies, and what challenges regulators must address in terms of both data and concepts. The workshop will include interventions of central bankers and of academic scholars working on the relations between financial networks, agent-based models, systemic risk and macro-prudential policies.

Program

Venue

Observatoire Français des Conjonctures Economiques (OFCE, Place de Catalogne 10, 75014 Paris)