Modelling Risk Amplification Mechanisms for Macro-prudential Policymaking

Event

Summary
Date: 
December 8th 2016

Venue: Bank of England

Organisers: Ron Anderson (LSE), Paul Nahai-Williamson (Bank of England) and Amar Radia (Bank of England).

The global financial crisis emphasised the importance of understanding direct and indirect interconnections in the financial system, and the ways in which institutions’ actions could amplify and propagate stress throughout the system. Since the crisis, significant progress has been made in understanding and modelling a variety of these systemic risk amplification mechanisms and how they interact. Policymakers across the globe are now looking to incorporate such models into their macro-prudential toolkits.

The purpose of this workshop is to act as a forum for academics and policymakers to discuss recent advances in research and modelling in this area. It is intended to act as a springboard for new collaborations and research ideas, which can in turn inform the development of the next generation of systemic risk models for macro-prudential policymaking.

The workshop is jointly organised with the Bank of England.

Registration
This event is by invitation only.