"Quantification of systemic risk from overlapping portfolios in the financial system" - CSH

“Quantification of systemic risk from overlapping portfolios in the financial system”


Sep 27, 2017 | 15:0017:15

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Stefan Thurner at the “Second Conference on network Models and Stress Testing for Financial Stability”, México City (Sept 26/27, 2017).

 

For the slides of the talk, that Stefan developed together with Sebastian Poledna and Serafín Martínez-Jamarillo, please click here.

 

The conference program can be seen here.

 

 

 

Organizers

Banco de México
Universität Zürich
Bank of Canada
Journal of Financial Stability

Venue

Banco de México, México City
Avenida 5 de Mayo 2
México City,Ciudad de MéxicoCódigo postal 06000Mexico
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