tag:peatix.com,2011:1 2021-11-15T08:02:11+08:00 Peatix ESSEC Asia-Pacific tag:peatix.com,2015:event-122955 2015-12-11T09:00:00SGT 2015-12-11T09:00:00SGT

December 11 - 12, 2015ESSEC Business School Asia-Pacific CampusThe objective of the workshop is to enhance the understanding and quantitative measurement of systemic risk. We encourage submissions for contributed talks and poster presentations on any topic within the overall theme of the conference and in the following areas in particular:Financial crisis events are by definition rare. How to alleviate data scarcity by including new sources of data or appropriate modelling (eg unstructured ‘big’ data, factor models, extreme value theory) How to address non-stationarity due to boom/bust episodesMacro/Finance NexusContagion vs InterdependenceIntertwined sovereign credit risk/Bank sector riskOrganizers: Serge Darolles, Université Paris-DauphineAndras Fulop, ESSEC Business SchoolJunye Li, ESSEC Business SchoolJeroen Rombouts, ESSEC Business SchoolJun Yu, Singapore Management University Keynote speakers: Peter C.B. Phillips, Yale UniversityYacine Ait-Sahalia, Princeton UniversityInvited speakers: Christian Brownlees, Universitat Pompeu FabraYoosoon Chang,Indiana UniversityJin-Chuan Duan, National University of SingaporeJoon Y. Park, Indiana UniversityHao Zhou, PBC School of Finance, Tsinghua UniversityThe registration fee is 250 SGD. This fee includes lunch on each day of the workshop and coffee breaks and the conference dinner but does not include the hotel. There is a reduced registration fee of 150 SGD for doctoral students and postdoctoral researchers.Please click here for more information on the Conference. Sponsors: