Systemic Risk

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The purpose of the initiative is to establish, explore, and promote a common framework and approach for analyzing and addressing issues of systemic risk within the real economy and the financial markets, based upon complexity science approaches to dynamic and adaptive economic systems; in particular, the study of economic and market phenomena related to externalities, state‐ and path‐ dependence, feedback loops, nonlinearities, interdependence which manifest themselves as observed episodic liquidity and contagion effects, information cascades, runs, bubbles, and crashes. Of particular interest are methods that include (but are not limited to) social network analysis, agent‐based computational modeling, and (extensive‐form) evolutionary game theory to institutional structure/dynamics and market microstructure