29 June 2015 - This is a Blog update

SYRTO Working Paper Series: Coupling direction of the European banking and insurance sectors using inter-system recurrence networks

A new SYRTO Working Paper by Peter Martey Addo is out.

In this study the author explores a “two–way” risk connection between the European banking and insurance
sector based on geometrical closeness of observations. Specifically, the study looks at the inter-system recurrence networks in tracing dynamical transitions and detecting coupling direction between these sectors.

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16 June 2015 - This is a Blog update

SYRTO Working Paper Series: Rational learning for risk-averse investors by conditioning on behavioral choices

A new SYRTO Working Paper by Michele Costola and Massimiliano Caporin is out.

In this work, the authors present a rational learner agent, which considers the information coming from a behavioral counterpart during the allocation process.
The authors support their methodological framework with an empirical analysis including all the assets present in the NASDAQ and NYSE stock exchange from September 1977 to December 2014.

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8 June 2015 - This is a Blog, Conference on Systemic Risk update

Pics from the SYRTO Conference on Systemic Risk

Take a look at the pictures of the SYRTO conference on Systemic Risk.

 

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5 June 2015 - This is a efma update

EFMA – SYRTO Special Session

The SYRTO team has organized a special session dedicated to “Systemic Risk Tomography: Signals, Measurements, and Transmission Channels” at the European Financial Management Association 2015 Annual Meetings.

The special session will take place in Amsterdam on June 25, 2015.

For more information, please visit the conference website.

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21 May 2015 - This is a Blog, Conference on Systemic Risk update

Conference program of the SYRTO conference on Systemic Risk

The conference program of the SYRTO Conference on Systemic Risk is now available online.
The conference is organized by the Amsterdam School of Finance and Risk Management and the Econometrics Group of VU University Amsterdam and it will take place in Amsterdam on June, 4-5 2015.

 

The aim of the conference is to discuss the potential for translating statistical findings into concrete policy triggers, as well as how systemic risk measures can help to support policy making.

 

The conference aims to bring together academics, policy makers, and professionals and is part of the SYRTO project.

 

Fo more information please visit the Conference website.

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23 April 2015 - This is a Blog update

Second Policy Brief – April 2015

The second SYRTO Policy Brief is now available online.

 

During the first two years we studied several issues concerning systemic risk in the European Union. See our second Policy Brief that describes how econometric tools in modelling and managing systemic risk can be linked with policy advices for effective macroprudential regulation in the EU.

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25 March 2015 - This is a Blog update

Seminar on Understanding Excessive Risk Taking Seen in Experiments on Financial Markets. April, 1 2015 – Brescia

On April 1st the SYRTO Project, jointly with the Department of Economics and Management of the University of Brescia, organises the Seminar Understanding Excessive Risk Taking Seen in Experiments on Financial Markets.
Jorgen Vitting Andersen, Professor at the Centre National de la Recherche Scientifique (Paris, France), will show through a series of experiments with different groups of male and female traders how the creation of excessive financial market risk is gender specific.

More information about the seminar are available here.

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23 January 2015 - This is a Blog, CSRA research meeting update

2014 semi-annual CSRA research meeting – SYRTO presentations

Have a look at the presentations made by our researchers at the 2014 CSRA semi-annual research meeting held at the Massachusetts Institute of Technology in Cambridge, Massachusetts on December 15th 2014.

 

 

 

 

 

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23 December 2014 - This is a Blog update

International Conference on the Policy Implications of Systemic Risk Models and Measures – call for papers

The Amsterdam School of Finance and Risk Management and the Econometrics Group of VU University Amsterdam organize the International Conference on the Policy Implications of Systemic Risk Models and Measures that will take place in Amsterdam on June, 4-5 2015. The conference aims to bring together academics, policy makers, and professionals and is part of the SYRTO project.

 
Papers should be submitted before March 20, 2015 to d.s.tielman@vu.nl.
For more information please see the call for papers.

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2 December 2014 - This is a Blog, CSRA research meeting update

2014 semi-annual CSRA research meeting – December, 15 2014

The Consortium for Systemic Risk Analytics (CSRA), jointly with SYRTO project, organizes the 2014 semi-annual research meeting to be held at the Massachusetts Institute of Technology in Cambridge, Massachusetts on December 15th 2014.

The programme is now available online.

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