Third Joint Central Bank Research Conference
on Risk Measurement and Systemic Risk

Preliminary Programme
on 7 - 8 March 2002

On 7 - 8 March 2002, the Committee on the Global Financial System (CGFS) ( 1 ), in co-operation with the Bank of Japan, the Board of Governors of the Federal Reserve System and the European Central Bank, will host, under the auspices of the Bank for International Settlements (BIS), the third in a series of Joint Central Bank Research Conferences on Risk Measurement and Systemic Risk. The two earlier conferences were hosted by the Federal Reserve Board and by the Bank of Japan in 1995 and 1998, respectively.

Purpose:

The conference will focus on issues related to risk measurement and systemic risks from a central bank perspective. Special emphasis will be devoted to questions relating to the role and implications of market liquidity in times of stress, recent advances in risk measurement methods, the relative role of banks and financial markets in systemic risk, sources of contagion, and to empirical studies of past systemic events.

Conference Programme:

 pdf 15 kB, en

Venue:

The conference will take place at the premises of the BIS in Basel, Switzerland.

Participation:

The conference organisers seek to bring together central bankers, market practitioners and academics interested in the field. Participation in the conference is on invitation only.
Inquiries about the conference may be directed to:

• Bank of Japan: Mr Naohiko Baba ( Naohiko.Baba@boj.or.jp ), Ms Tokiko Shimizu ( Tokiko.Shimizu@boj.or.jp )
• Board of Governors of the Federal Reserve System: Mr Michael Gibson ( Michael.S.Gibson@frb.gov ), Mr Matthew Pritsker ( Matthew.Pritsker@frb.gov )
• European Central Bank: Mr Philipp Hartmann ( Philipp.Hartmann@ecb.int ), Mr Jukka Vesala ( Jukka.Vesala@ecb.int )
• Bank for International Settlements: Mr Ingo Fender ( Ingo.Fender@bis.org )

( 1 ) The CGFS is a central bank committee established by the Governors of the G10 central banks to monitor and examine broad issues relating to financial markets and systems with a view to elaborating appropriate policy recommendations to support the central banks in the fulfilment of their responsibilities with regard to monetary and financial stability. The committee is chaired by Yutaka Yamaguchi, Deputy Governor of the Bank of Japan.

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