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…sponsibilities.   At the end of the project, the group aims to realize a research center in order to give a formal structure to the mission, objectives and results of the SYRTO project. This center will use the methodologies developed by the team to produce indicators about the state of the markets, corporates, banks and financial intermediaries, and sovereigns, both through the publication of periodic reports, and through risk indicators.   Of pa…

…ania Kaffel Peter Addo III. ATHENS UNIVERSITY OF ECNOMICS AND BUSINESS – RESEARCH CENTER Petros Dellaportas Ioannis Vrontos IV. UNIVERSITY CA’ FOSCARI VENICE Monica Billio (Scientific Coordinator) Loriana Pelizzon Roberto Casarin Michele Costola Fulvio Corsi Marcella Lucchetta Antonio Paradiso Domenico Sartore Massimiliano Caporin (University of Padova) V. UNIVERSITY OF AMSTERDAM STICHTING VU-VUMC Andre Lucas Siem Jan Koopman Arjen Siegmann Julia…

The Center for Financial Research at Waseda University (Tokyo, Japan), the Center on Sustainable Architecture for Finance (SAFE) at Goethe University Frankfurt (Frankfurt, Germany) and the NYU Stern Salomon Center for the Study of Financial Institutions (New York, US) are co-sponsors of the 1st International Conference on Sovereign Bond Markets (Tokyo, June 4-5, 2014).   The conference is focusing on Liquidity, Credit Risk and the Effectiveness o…

…od of principal components. The resulting overall ranking is less affected by estimation uncertainty and model risk. The authors applied their methodology to disentangle the common signal and the idiosyncratic components from a selection of key systemic risk rankings that are recently proposed….

…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….

…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.          …

…cations of recent events in financial markets and may, in turn, suggest fruitful directions for future research.     The conference takes place in Venice at the Scuola Grande di San Giovanni Evangelista on September 25-26.   The co-sponsors of the Conference are GRETA Associati (Venice, Italy), Research Center SAFE at Goethe University Frankfurt (Frankfurt, Germany), Intesa Sanpaolo (Milan, Italy) and SYRTO project. The Conference is organised und…

…Michele Costola, research fellow at the Ca’ Foscari University of Venice, presented the goals and the infrastructure of the SYRTO project data center at the SYRTO Code Workshop (Frankfurt – July, 2 2014).  …

…ors of the paper are Nikolaus Hautsch (University of Vienna) and Melanie Schienle (Leibniz University Hannover) ….