RFE: Conference Listings
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Centre for Central Banking Studies, Bank of England
- October 06-10, 2014
- Systemic risk assessment: identification and monitoring - Centre for Central Banking Studies
- London, United Kingdom
- 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:?? Value-at-Risk (VaR)?? Conditional Value-at-Risk (CoVaR)?? Marginal Expected Shortfall (MES).[gem?_?? den Informationen des Anbieters - according to site editor's information]
- JEL Code: