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VERSION:2.0
PRODID:-//AMSE//Event Calendar//FR
CALSCALE:GREGORIAN
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BEGIN:VEVENT
UID:event-7714@www.amse-aixmarseille.fr
DTSTAMP:20260430T051327Z
CREATED:20260430T051327Z
LAST-MODIFIED:20260430T051327Z
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
 .fr\n\nPlus d'informations: https://www.amse-aixmarseille.fr/fr/evenements/
 jean-baptiste-hasse
LOCATION:MEGA
URL;VALUE=URI:https://www.amse-aixmarseille.fr/fr/evenements/jean-baptiste-hasse
CONTACT:Eric Girardin : eric.girardin[at]univ-amu.frChristelle Lecourt : ch
 ristelle.lecourt[at]univ-amu.fr
TRANSP:OPAQUE
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