Financial Networks and Systemic Risk

I will be taking part in a Network Analysis panel tomorrow (see below) at the Measuring Systemic Risk Conference, which is being hosted by the Milton Friedman Institute at the University of Chicago and the Federal Reserve Banks of Chicago and New York.

Network Analysis Panel Moderator: Nicholas Economides, New York University

• Sujit Kapadia, Bank of England
• Anna Nagurney, University of Massachusetts Amherst
• Mila Getmansky Sherman, University of Massachusetts Amherst
• Kimmo Soramaki, Financial Network Analytics

It is terrific that my colleague from the Finance and Operations Management Department, Dr. Mila Sherman, will also be on the panel. Nice to have such solid female representation, I might add.

I will be speaking on Financial Networks.

Speakers were asked to provide a list of up to 3 readings and mine is below:

Two of my books:

Financial Networks (co-authored with Stavros Siokos):
http://supernet.som.umass.edu/bookser/finbook.htm

Fragile Networks: Identifying Vulnerabilities and Synergies in an Uncertain World (co-authored with Qiang "Patrick" Qiang):
http://supernet.som.umass.edu/bookser/fnetbook.html

One of my book chapters:
Identification of Critical Nodes and Links in Financial Networks with Intermediation and Electronic Transactions (with Patrick Qiang):
http://supernet.som.umass.edu/articles/finmeasure.pdf

The conference organizers are: Professors Lars Peter Hansen of the University of Chicago and Andrew Lo of MIT plus David Marshall of the Federal Reserve Bank of Chicago.

The conference website may be accessed here.

This should be a very stimulating and timely conference with a lot of discussions!

I have been told that it is closed to the press.