彭积明教授系列讲座二:Systemic Risk Control and Mitigation in Financial Networks

讲座名称: 彭积明教授系列讲座二:Systemic Risk Control and Mitigation in Financial Networks
讲座时间: 2018-06-25
讲座人: 彭积明
形式:
校区: 兴庆校区
实践学分:
讲座内容: 报告题目:Systemic Risk Control and Mitigation in Financial Networks (金融网络中系统性风险的控制与缓解 ) 报告时间:2018年6月25日(星期一)下午14:30-16:00            报告地点:西安交通大学财经校区教学楼八楼国际交流厅 报告摘要: Since the crisis in 2007–2008, the control and mitigation of systemic risk in financial networks has become one of the most important research areas in economics and finance. In this talk, we give a basic introduction to various models and policies in systemic risk mitigation. These include the rescue consortium by Rogers and Veraat, the bail-ins and bail-outs model by Bernard et al., the mixed integer linear optimization model for optimal bailout policy with a fixed budget. If times allows, we will also discuss how to apply popular strategies such as merging and acquisition to mitigate the systemic risk in financial networks.
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