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VERSION:2.0
PRODID:-//AMSE//Event Calendar//FR
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BEGIN:VEVENT
UID:event-7714@www.amse-aixmarseille.fr
DTSTAMP:20260430T062209Z
CREATED:20260430T062209Z
LAST-MODIFIED:20260430T062209Z
STATUS:CONFIRMED
SEQUENCE:0
SUMMARY:finance seminar - Jean-Baptiste Hasse
DTSTART:20210413T123000Z
DTEND:20210413T123000Z
DESCRIPTION:We propose a new measure of systemic risk based on interconnect
 edness\, defined as the level of direct and indirect links between financia
 l institutions in a correlation-based network. Deriving interconnectedness 
 in terms of risk\, we empirically show that within a financial network\, in
 direct links are strengthened during systemic events. The relevance of our 
 measure is illustrated at both local and global levels. Our framework o˙er
 s policymakers a useful toolbox for exploring the real-time topology of the
  complex structure of dependencies in financial systems and for measuring t
 he consequences of regulatory decisions.\\n\\nContact: Eric Girardin: eric.
 girardin[at]univ-amu.frChristelle Lecourt: christelle.lecourt[at]univ-amu.f
 r\n\nPlus d'informations: https://www.amse-aixmarseille.fr/en/events/jean-b
 aptiste-hasse-0
LOCATION:MEGA
URL;VALUE=URI:https://www.amse-aixmarseille.fr/en/events/jean-baptiste-hasse-0
CONTACT:Eric Girardin: eric.girardin[at]univ-amu.frChristelle Lecourt: chri
 stelle.lecourt[at]univ-amu.fr
TRANSP:OPAQUE
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