The Centre for Risk Studies is embarking on a multi-year, multi-disciplinary research project to explore the application of complex systems science together with catastrophe modelling approaches in managing social and economic catastrophe risk. This workshop is an interactive forum for developing ideas, and discussing methodologies to advance the research agenda towards developing a structural model of the frequency and severity of future shocks to economic and financial systems.
Workshop agenda
|
Time |
Session |
|---|---|
|
10:00-10:15 |
Welcome & Introductions |
|
10:15-10:30 |
“Brief Objectives of the CRS System Shock Risk Research Project” |
|
10:30-11:30 |
“Modelling Contagion in Financial Networks” |
|
11:30-12:30 |
Discussion Session 1: Understanding the Behaviour of Financial Networks |
|
12:30-13:30 |
Lunch |
|
13:30-14:45 |
“The CRS System Shock Project & Financial Catastrophe” |
|
14:45-15:15 |
“Applying Signal Processing Techniques to Financial Modelling” |
|
15:15-15:30 |
Break |
|
15:30-16:00 |
“Historical Dimensions of Financial Catastrophe Risk” |
|
16:00-17:30 |
Discussion Session 2: Defining Our Research Agenda |
|
17:30-18:00 |
Summary & Next Steps |
- Daniel Ralph, Academic Director of the Centre for Risk Studies, University of Cambridge
- Andrew Coburn, Director of the External Advisory Board of the Centre for Risk Studies, University of Cambridge
- Michelle Tuveson, Executive Director of the Centre for Risk Studies, University of Cambridge
- Simon Ruffle, Director of Technology at the Centre for Risk Studies, University of Cambridge
- Gary Bowman, Research Associate at the Centre for Risk Studies, University of Cambridge
- Co-Pierre Georg, Postdoctoral Researcher at the Interdisciplinary Group of Complex Systems Research at the University Carlos III, Madrid
- Sanjeev Goyal, Professor of Economics at the Faculty of Economics, University of Cambridge
- Simon Godsill, Professor of Statistical Signal Processing at the Department of Engineering, University of Cambridge
- D’Maris Coffman, Director of the Centre for Financial History, University of Cambridge
- Marcin Dziubinski, Research Associate at the Faculty of Economics, University of Cambridge
- Adrian Leonard, Research Associate at the Centre for Financial History, University of Cambridge
- Diego Cerdeiro, PhD Student at the Faculty of Economics, University of Cambridge