Navigation Path: Home > Events > Conferences & seminars > ECB - NY Fed - CFS conference on'Alternative Approaches to Modeling Systemic Risk'
Thursday, 9 and Friday, 10 June 2011
European Central Bank,
Frankfurt am Main
| 2.30 p.m. | Registration/coffee |
| 8.30 a.m - 9 a.m. | Registration |
| 9 a.m. - 9.15 a.m. | Welcome address Frank Smets, European Central Bank |
| 9.15 a.m. - 11.15 a.m. | Session I Biology/Ecology Chair: Frank Smets, European Central Bank Guido Caldarelli, University of Rome “Sapienza” Peter Hammerstein, Humboldt University, Berlin George Sugihara, University of California, San Diego Presentation [3.67 MB] Presentation with notes [3.77 MB] Economist’s perspective: |
| 11.15 a.m. - 11.45 a.m. | Coffee break |
| 11.45 a.m. - 12.30 p.m. | Keynote Lecture Andrew Lo, Massachusetts Institute of Technology download Presentation [1.97 MB] download Article |
| 12.30 p.m. - 1.30 p.m. | Lunch |
| 1.30 p.m. - 3.30 p.m. | Session II Physics Chair: Jamie McAndrews, Federal Reserve Bank of New York Didier Sornette, ETH, Swiss Federal Institute of Technology, Zurich download [3.72 MB] Jean-Philippe Bouchaud, CFM Capital Fund Management, Paris download Frédéric Abergel, École Central Paris download Economist’s perspective: |
| 3.30 p.m. - 4 p.m. | Coffee break |
| 4 p.m. - 6 p.m. | Session III Mathematics/Engineering Chair: Philippe Moutot, European Central Bank Alan King, IBM Research, New York download Larry Candell, Massachusetts Institute of Technology, Lincoln Labs download Rama Cont, Columbia University Economist’s perspective: |
| 8 p.m. | Dinner Dinner speech Jean-Claude Trichet, President of the European Central Bank |
| 9 a.m. - 11 a.m. | Session IV Agent Based Models Chair: Carsten Detken, European Central Bank Cars Hommes, University of Amsterdam download Doyne Farmer, Santa Fe Institute download [4.35 MB] Economist’s Perspective: |
| 11 a.m. - 11.30 a.m. | Coffee break |
| 11.30 a.m. - 1 p.m. | Concluding Panel Central Banks’ Perspective Chair: Jan Pieter Krahnen, Center for Financial Studies, Frankfurt am Main Tobias Adrian, Federal Reserve Bank of New York Andrew Haldane, Bank of England Philipp Hartmann, European Central Bank Presentation |
| Conference dates | Thursday, 9 and Friday, 10 June 2011 |
| Conference location | European Central Bank Eurotower – conference room CVII Kaiserstrasse 29 60311 Frankfurt am Main Germany Tel.: +49 69 1344 0 Fax: +49 69 1344 6000 E-mail: info@ecb.europa.eu |
| Conference language | English |
| Conference Dinner | Thursday, 9 June 2011, 8 p.m. Villa Bonn Siesmayerstrasse 12 60323 Frankfurt Tel. +49 69 7265 79 |
| Programme | The programme may be subject to change without notice |
| Contacts | Directorate Communications Publishing, Events and Protocol Division Mr Nasser Hanafy Tel.: +49 69 1344 7523 Fax: +49 69 1344 5775 E-mail: evp-events@ecb.europa.eu Directorate General Economics Mr Simone Manganelli Tel.: +49 69 1344 7347 E-mail: simone.manganelli@ecb.europa.eu Directorate General Research Ms Sabine Wiedemann Tel.: +49 69 1344 6436 Fax: +49 69 1344 8552 |
