Groupe Télécom Finance<br />5th Financial Risks International Forum 2012 - Paris, March 22 & 23, 2012

The Financial Risks International Forum on “Systemic Risk” is an International Research Forum for academics and professionals organised by the Institut Louis Bachelier (ILB), the Europlace Institute of Finance (EIF) and the Fondation du Risque. The forum pursues three objectives: - to identify the main streams of research that will structure the Finance and Insurance’s evolutions in the future; - to organize presentations and debates on these new trends; - to assess the market and regulatory impacts of these evolutions. TOPICS - Systemic vs Systematic Risk Measurement, Systemic Risk Factors; - Stress Testing, Systemic Risk Allocation Capital Adequacy and Procyclicality; - Contagion Model, Double Default, Bilateral Counterparty Risk and Chain Failures; - Network Modelling Tools; - Risk Concentration; - Liquidity Risk; - The Role of Hedge Funds, Securitization, Market Globalization, Algorithmic Trading, Shadow Banking in the Development of Systemic Risk; - Commodity Risk and Sovereign Risk Transmission; - Centralized Clearing. ----------------- Inscription en cliquant ici


Intervenants :
Michel CROUHY
Head of Research & Development, Natixis Corporate and Investment Bank
Luciano CAMPI
CREST and Paris-Nord University