New Frontiers in Systemic Risk Measures and Extreme Risk Management

International Conference jointly organized by the University of Paris-Dauphine,

Brooklyn College and the University of Toronto 

More details on the Conference

Traditional economic models proved inadequate in the face of the recent financial crisis, damaging the faith that both policymakers and the general public had in them. Therefore, after this financial turmoil, special attention has been paid to “macroprudential” regulation and to the necessity to identify Systemically Important Financial Institutions (SIFIs), so that systemic risk may be tracked accurately.

As a consequence, several research studies have been conducted in recent years, adopting various approaches from economics, finance and financial econometrics to econophysics. This global conference, organized jointly by three universities, will be an opportunity to present the latest research in systemic risk. This year, there will be a special focus on networks, offering academics and professionals perspectives both of where we stand now, and the new research frontiers in this subject.

Philippe BERNARD –, Bertrand MAILLET –

Patricia LENFANT –

Admission is free, but registration is mandatory. Register or contact Patricia LENFANT


  • Université Paris Dauphine


Graduate Center for Education 25 Broadway, New-York, USA