Research Conference on Quantifying Systemic Risk
The Federal Reserve Bank of Cleveland and the National Bureau of Economic Research held a one-day conference on identifying and measuring systemic risk at the NBER in Cambridge, Massachusetts, on November 6, 2009.
The goal of the conference was to bring together academics, policymakers, and market participants to make a constructive contribution to the national debate on the future of the financial system. The conference participants considered new and innovative approaches to measuring systemic risk, both those that can serve as tools for macroprudential supervision and those that can capture the risks in systemically important financial markets and institutions.