Episode from the podcastSystemic Risk: Mathematical Modelling and Interdisciplinary Approaches

Tail Risk, Capital Requirements and the Internal Agency Problem in Banks

Released Friday, 19th December 2014

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Tail Risk, Capital Requirements and the Internal Agency Problem in Banks

Tail Risk, Capital Requirements and the Internal Agency Problem in Banks

Friday, 19th December 2014

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Klimenko, N (Universität Zürich)Monday 15 December 2014, 14:30-15:15

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Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches

The recent financial crisis has underlined the importance of financial stability and systemic risk in the financial sector, and the monitoring and regulation of systemic risk has become a major concern for regulators, governments and financial institutions. Insights from the crisis include the importance of interconnectedness among financial institutions and markets, the insufficiency of monitoring the stability of individual financial institutions and the necessity of adopting a system-wide view of stability and risk. Useful insights may also be gained from analogous problems related to the large scale (in)stability of systems with many interconnected components and feedback loops in other disciplines.Read more at http://www.newton.ac.uk/event/syr

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