Banco de México, the University of Zurich, Bank of Canada and the Journal of Financial Stability continue with the series of biennial conferences addressing novel research on network models and stress testing for financial stability.
The development of network and stress testing models have proven to be useful in achieving a better understanding of systemic risk. These approaches have been applied to study the implications of changes in the regulatory landscape, to understand and detect new threats to the stability of financial systems, and other financial stability related topics.
The conference aims to bring together policymakers and academics as well as industry representatives to examine progress in designing a safer financial system, to study the intended and unintended consequences of regulation on the global financial system, and to explore recent methodological advances in the study of systemic risk.
Mexico City, 2017/09/26-27