RFE: Conference Listings
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- Centre for Central Banking Studies, Bank of England
|Dates:||October 06-10, 2014|
|Description:||Systemic risk assessment: identification and monitoring - Centre for Central Banking Studies|
|Location:||London, United Kingdom|
|Subject:||The following topics will be covered: - credit and asset price cycles; - network models for systemic risk assessment; - stress tests; and - statistical measures of systemic risk: åÐ Value-at-Risk (VaR) åÐ Conditional Value-at-Risk (CoVaR) åÐ Marginal Expected Shortfall (MES). [gemÌ_ÌÙ den Informationen des Anbieters - according to site editor's information]|