Financial Network Systemic Risk Contributions, CFE 2013 – London, December 14-16 2013

Julia Schaumburg, postdoctoral researcher for the SYRTO Project at VU University Amsterdam, presented a paper about systemic risk beta as a measure of financial companies’ contribution to systemic risk, given network interdependence between firms’ tail risk exposures at the at the CFE 2013 – 7th International Conference on Computational and Financial Econometrics.


Co-authors of the paper are Nikolaus Hautsch (University of Vienna) and Melanie Schienle (Leibniz University Hannover) .