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The goal of this workshop is to bring together economists, mathematicians, statisticians, and industry experts, in order to discuss recent advances in systemic risk. The objective is to expose the audience to interesting aspects behind systemic risk, including its quantification and optimal mitigation strategies.


This workshop is sponsored by the Department of Statistics and the Program for Financial Studies at Graduate School of Business at Columbia University.


There is no registration fee but we kindly ask you to register in advance to help coordinate logistics.
To register please follow this link: register

The reception will be at 4:30PM in the Statistics Department. Located on the 10th floor of the School of Social Work Building (SSW).

Date: May. 04 and May. 05, 2015

Location:  Warren Hall 208, Columbia University.  Campus Map


Keynote Speaker:

         Robert Engle, NYU

Speakers:

Nina Boyarchenko, Federal Reserve Bank of New York

Jean Pierre Fouque, UCSB

Xin Guo, UC Berkeley

Tom Hurd, McMaster University

Iman van Lelyveld, De Nederlandsche Bank

Alexander Lipton, Bank of America