Risk, regulation, systemic risks

Scientific project

The objective of the “Risk, regulation, systemic risks” Research Initiative is to disseminate the results of research on systemic risk, in particular to the Autorité de Contrôle Prudentiel et Resolution, by creating an international think-tank on these issues.

The research focuses on microprudential databases and macroprudential regulation, covering topics such as: 

• Definition and measurement of systemic risk 
• Identification of Systemically Important Financial Institutions (SIFIs)
• Capital regulation
• Sources of financial instability
• Solvency and liquidity risk
• Real effects of banking and financial regulation
• Clearing House
• Estimation of risk
• Collateral
• Contagion
• Interconnection of financial institutions
• Validation of models
• Mortality and longevity risk
• Sovereign debt

The scientific team includes more than 20 researchers from ACPR, Banque de France, CREST, ENSAE, ENSAI, HEC Paris, and research institutions in France, Europe and North America.