Recent waves of financial instability have sparked an acute interest in systemic risk identification and assessment, enhancing the need of policymakers for understanding the interaction between the economy and the financial system. In particular, using new data, methodologies and approaches to understand household and bank behavior, the macro economy and risks to the financial system offers new perspectives in systemic risk and macroprudential measurement, assessment and analysis. Ultimately, the conference aims to promote collaboration in these areas among interested researchers in academia and policy institutions.
The conference organisers welcome submissions of a theoretical or empirical nature. Papers will be selected by a committee composed by Franklin Allen (CEPR) and Michael Kahn (Bank of Israel) and Michel Strawczynski (Bank of Israel).
Suggested topics:
Submissions are accepted in all areas of macroprudential and systemic risk. The following are examples of specific topics:
• Credit portfolios and systemic financial risk
• Macroprudential policy and borrower risk
• Systemic risk and financial system interconnectedness
• Using data sciences for macroprudential risk
• Banking and Non-Banking sources of Risk
• Macroprudential measures aimed at avoiding future imbalances
In addition to the presentation of research papers, the agenda will include a keynote speech and a policy panel.
If you would like to submit a paper, please upload a draft on the registration link: https://portal.cepr.org/systemic-risk-and-macroprudential-policy by Wednesday 19 September.
If you do not currently have a CEPR profile, please create a new profile here https://portal.cepr.org/user/register and then click on the registration link above. If you have any difficulties registering for this meeting, please contact Mandy Chan, Events Officer, at [email protected] or +44 20 7183 8804.
