The fundamental origin of systemic risk is endogenous risk, the source of the feedback loops that cause extreme outcomes
Mechanisms inherent in the financial system amplify or accelerate the impact of systemic risk
Policies, laws and regulations may control or create systemic risks
Empirical techniques are needed to identify the build-up of systemic risk

homepage

Events

May 6th 2014

Time: 9.30am - 5.00pm
Venue: LSE campus (Room R405, 4th Floor, Lionel Robbins Building)
Organisers: Kyle Moore (SRC, LSE) and Jon Danielsson (SRC, LSE)
Speakers: Ciril Bosch (Technical University Berlin), Patricia Gómez-González (MIT Department of Economics), Christian Julliard (LSE), Oliver Kley (Technical University Munich), Efstathios Panayi (UCL) TBC, Matthew C. Ringgenberg (Washington University in St. Louis), Fabrizio Spargoli (Erasmus University Rotterdam).

May 6th 2014

Time: 6.30pm - 8.00pm
Venue: Hong Kong Theatre, Clement House, LSE campus
Organisers: Kyle Moore (SRC, LSE) and Jon Danielsson (SRC, LSE)
Speakers: Jon Danielsson (Systemic Risk Centre, LSE), Casper de Vries (Erasmus School of Economics), Dan di Bartolomeo (Northfield Information Services, Inc), Philipp Hartmann (Head of Directorate General Research of the European Central Bank)

September 8th 2014 to September 10th 2014

Venue: BMA House, London
Organisers: Drew Purves (Ecologist, Microsoft Research) and Jean-Pierre Zigrand (Economist, Systemic Risk Centre)
 

Seminars

May 9th 2014

Time: 1.00pm - 2.00pm
Venue: R407 (FMG Library), 4th Floor, Lionel Robbins Building.
Speaker: Alistair Milne (Loughborough University)
Title: A model of investment subject to financing constraints

May 16th 2014

Time: 1.00pm - 2.00pm
Venue: R407 (FMG Library), 4th Floor, Lionel Robbins Building.
Speaker: Peter Sarlin (
Åbo Akademi University)
Title: Macroprudential oversight, risk communication and visualizations

May 23rd 2014

Time: 1.00pm - 2.00pm
Venue: R407 (FMG Library), 4th Floor, Lionel Robbins Building.
Speaker: Sarah Zhang (Manchester Business School)

Title: TBC

News

January 30th 2014

On the 28th January the SRC organised a very sucessful public lecture titled 'The Next Crisis', with Julia Black (LSE Pro-Director and SRC co-investigator),

January 30th 2014

We are pleased to announce the publication of our first Special Paper.

December 10th 2013

Commissioner Piwowar’s (US Securities and Exchange Commission (SEC)) visit to the SRC on 10th December, centred on the systemic risks hidden in forthcoming regulations and changes to the market structure.

November 28th 2013

The new market-risk regulations are going backwards. Jon Danielsson discusses a detailed quantitative study in his new blog post.

November 27th 2013

Three Discussion Papers have been published this month. Contributors include Co-Director Jean-Pierre Zigrand and Research Associates Douglas Gale, Rohit Rahi, and Bill Ziemba. They are downloadable from here.