Piazzale Martelli, 8 - 60121 Ancona, Italy
The Global Financial Crisis and the ensuing Great Recession call for new ideas
in the modeling of the interplay between the financial system and the real economy.
Several international reforms are pointing in the direction of increased monitoring,
surveillance and regulation of different types of interlinkages. The demand for a deeper
understanding of systemic risks that stem from interconnectedness, and their effects on
the financing of real activities, is exceptionally high. The goal of the Workshop is to
realize a gathering of an interdisciplinary group of researchers working in different areas,
to improve the analysis and the modeling of interlinkages and the associated systemic risks.
The Workshop is organized with the financial support of the Institute for New Economic Thinking.
Topics will cover research in the following areas:
- Systemic risk modeling
- Credit relationships modeling
- Agent based models and networked markets
- Investigation and detection of systemic risk indicators
- Financial network and systemic risk
- Systemic risk and regulation
- Data mining, metrics, and stylized facts in credit relationships
Both theoretical and empirical contributions are welcome.
Please submit the paper or an extended abstract no later than April 30, 2013 to: firstname.lastname@example.org
Please indicate in the subject line of the submission email one or more topics among the ones listed above.
A selection of the accepted papers will be considered for publication in a Special Issue of Quantitative Finance.
- Paper Submission: April 30, 2013.
- Notification of Paper Acceptance: May 31, 2013.
- Deadline for participant registration June 16.
- Giovanni di Iasio, Bank of Italy, Rome, Italy
- Mauro Gallegati, Università Politecnica delle Marche
- Fabrizio Lillo, Scuola Normale Superiore, Pisa and Santa Fe Institute
- Rosario Nunzio Mantegna, Central European University, Budapest and University of Palermo
- Gabriele Tedeschi, Università Politecnica delle Marche
- Salvatore Miccichè, University of Palermo