Risques environnementaux (2013-2014)

Stefano Battiston

Conférence "Le caractère systémique des crises financières"

Cette conférence fait partie du Cycle Les risques environnementaux

19 novembre 18h-20h, salle Dussane, 45 rue d’Ulm :

Stefano Battiston

ETH Zurich

(vidéo de la conférence)

When financial institutions are connected via balance sheet interlock and overlapping portfolios in a network of contracts, the default probability of one institution depends on the default probability of all the other institutions. There are various questions and issues associated with the determination of the the systemic importance of a bank as well as with the determination of the most resilient architecture. I present the insights of recent works on this topic and the relations among them.

 

 

Contact

CERES

■ Adresse postale
CERES
École Normale supérieure
45 rue d’Ulm
F-75230 Paris cedex 05

■ Direction
Magali Reghezza, Alessandra Giannini, Marc Fleurbaey

■  Reponsable pédagogique
Gaëlle Ronsin - gaelle.ronsin gmail.com

■ Administration
Ouissem Trabelsi et Micheline Rialet

Plan