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Interconnections in Financial Markets: Theoretical and Empirical Perspectives

26 Mar 2010

The Centre for Financial Analysis & Policy (CFAP) will be holding its annual conference in March in Cambridge. This year's event will be hosted by Lord John Eatwell, Dr Ana Babus and Dr Vanessa Smith.

Organised by: The Centre for Financial Analysis & Policy (CFAP), Judge Business School Cambridge

Date: 26-27 March 2010

Venue: Judge Business School, Cambridge

Modern financial systems are highly interconnected. The recent financial turmoil has been astoundingly successful in unravelling the consequences brought about by the complex system of interactions between financial institutions. While such interdependencies have always been a concern for systemic risk, their role in the current financial crisis was difficult to foresee and largely overlooked. A more complete characterisation of financial markets is therefore required to adequately account for the multitude of interconnections that link financial institutions.
 

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