Modeling and Measuring Systemic Risk
5 Pages Posted: 12 Aug 2011
Date Written: October 15, 2010
Abstract
An important challenge worthy of NSF support is to quantify systemic financial risk. There are at least three major components to this challenge: modeling, measurement, and data accessibility. Progress on this challenge will require extending existing research in many directions and will require collaboration between economists, statisticians, decision theorists, sociologists, psychologists, and neuroscientists.
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