Peter Raupach
Copyright : Frank Rumpenhorst

In the study of contagion effects, it is essential to have a proper model for the (typically correlated) exogenous risks that hit the system before contagion starts. This aspect is also important for stress testing, particularly for the way in which stress scenarios are selected.


Dr Peter Raupach is Research Economist for the Deutsche Bundesbank Research Centre. His research interests are credit and market portfolio risk, systemic risk, regulation, risk transfer, banking networks. CV



When: September 25, 2017, 12:00 pm - 2:00 pm

Where: Center for Interuniversity Research and Analysis of Organizations


1130, Sherbrooke West, 14th Floor
Montréal (Québec) H3A 2M8
514 985-4000
514 985-4039
evenements@cirano.qc.ca




                   

Lecture organized in partnership with Centre de Recherches Mathématiques


Consult Peter Raupach's presentation


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(514) 985-4000
(514) 985-4039
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