Analytical Methods for Financial Systemic Risk (19frg270)


(McMaster University)

Nils Detering (Heinrich-Heine University Düsseldorf)

Sebastian Jaimungal (University of Toronto)


The Banff International Research Station will host the "Analytical Methods for Financial Systemic Risk" workshop in Banff from May 26, 2019 to June 2, 2019.

The proposed participants of this focussed research group are all researchers at a senior level. We fully intend to discuss dissemination of the results to a broad range of more junior researchers within the economics, finance and science communities. In particular, during the week we intend to work actively on a roadmap for future SR conferences and workshops. For a start, we intend to propose a full-scale BIRS workshop in SR, to be held at the earliest opportunity.

The Banff International Research Station for Mathematical Innovation and Discovery (BIRS) is a collaborative Canada-US-Mexico venture that provides an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station is located at The Banff Centre in Alberta and is supported by Canada's Natural Science and Engineering Research Council (NSERC), the U.S. National Science Foundation (NSF), Alberta's Advanced Education and Technology, and Mexico's Consejo Nacional de Ciencia y Tecnología (CONACYT).