MEASURES OF SYSTEMIC RISK

Scientific project

This finalised research programme is supported by the Global Risk Institute in Financial Services (Toronto) and other partners (Europlace Institute of Finance and ABN AMRO Advisors). The programme has a twofold ambition. The first objective is to create a hub contributed to by many international researchers, centred on knowledge of systemic risk. Its collaborative character is underlined by the international dissemination  of research results (NYC, Lausanne, Singapore, Brescia, London, etc.). The second line of research contributes to the debate though the “Model Risk” concept, which aims to reduce measurement errors of various phenomena.