Hola,
¿eres nuevo aquí?

Regístrate gratis y conecta tu empresa con financiación pública, partners y proyectos.

Tengo cuenta

Regístrate

Ver video

SystemicRisk

Financiado

Cerrado

Systemic Risk and Feedback to the Real Economy

In this proposal I present two research themes that apply endogenous risk analysis to identify channels for the creation of systemic risk via various feedback loops. These projects identify new ways to consider and measure systemi... ver más

30/04/2017

LONDON SCHOOL OF E...

699K€

Presupuesto del proyecto: 699K€

Líder del proyecto

LONDON SCHOOL OF ECONOMICS AND POLITICAL SCIE... No se ha especificado una descripción o un objeto social para esta compañía.

TRL 4-5

Fecha límite participación Sin fecha límite de participación.

Ver 2 Participantes

Financiación concedida El organismo FP7 notifico la concesión del proyecto el día 2017-04-30 No tenemos la información de la convocatoria

0% 100% 100%

Información adicional privada

No hay información privada compartida para este proyecto. Habla con el coordinador.

2 Participantes

LONDON SCHOOL OF ECONOMICS A...

0.00€ | Lider

LBS

N.D. | Participante

Conecta tu I+D

¿Tienes un proyecto y buscas un partner? Gracias a nuestro motor inteligente podemos recomendarte los mejores socios y ponerte en contacto con ellos. Te lo explicamos en este video

Proyectos interesantes

EARLINESS.eu European early warning system for systemic risk. 171K€ Cerrado

RMAC RISK MANAGEMENT AFTER THE CRISIS 1M€ Cerrado

SOLSYS Systemic Risk and Financial Vulnerabilities Diagnosis and S... 1M€ Cerrado

SYRTO SYstemic Risk TOmography Signals Measurements Transmissio... 3M€ Cerrado

RARE Risk Analysis Ruin and Extremes 783K€ Cerrado

ECO2016-76203-C2-2-P CUANTIFICACION Y ANALISIS DE RIESGOS 50K€ Cerrado

Líder del proyecto

LONDON SCHOOL OF ECONOMICS AND POLITICAL SCIE... No se ha especificado una descripción o un objeto social para esta compañía.

TRL 4-5

Presupuesto del proyecto 699K€

Fecha límite de participación Sin fecha límite de participación.

Descripción del proyecto In this proposal I present two research themes that apply endogenous risk analysis to identify channels for the creation of systemic risk via various feedback loops. These projects identify new ways to consider and measure systemic financial risks and, more importantly, the linkages between the financial risks and the real economy, and the welfare consequences. In the first research theme, the focus will be on the effect of network externality on systemic risk formation. I plan to model and estimate network externality using uniquely available datasets on interbank payment flows in the UK; on 176 UK banks’ counterparty exposure with detailed breakdown of market instruments, and on the BIS bilateral bank capital flows respectively. These analyses are important to understand the role of network in dampening or amplifying shocks and provide quantitative measurement of network-originated systemic (liquidity/default) risks. The impact of these projects is not limited to academia but also has important policy implications. The second research theme will focus on the feedback effects and coordination that lead to excessive systemic risks. In reality, channels for systemic risks arise from unintended consequences embedded in constraints, regulations and frictions that lead to feedback loops and undesirable coordination. For example, my earlier work on feedback between the financial markets and the real economy (Ozdenoren and Yuan 2008, Goldstein, Ozdenoren and Yuan 2011, 2013) has shown that feedback through information friction channels could create excessive financial and real volatilities. In the proposal, I outline a series of projects that examine feedback channels that are related to compensation contracts of CEOs, liquidity, firesales, and regulatory features such as bailouts on excessive correlated risk-taking in the economy.

Conecta tu I+D

Entra hoy

¿Olvidé mi contraseña?

Financiación

Empresas

CTIs/Universidades

Proyectos

Investigadores