Systemic Risk

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The meeting will be held on October 15 at Credit Suisse, 2B Auditorium, 11 Madison Ave., New York, NY

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

Organizing Committee

• Kenneth Arrow, Nobel Laureate and Professor of Economics, Stanford University
• J. Doyne Farmer, SFI Professor
• John Geanakoplos, SFI External Professor, Science Board member, Chair of Science Steering Committee, and Ex Officio Trustee, and Professor of Economics, Yale University
• Simon Levin, SFI Co-Chair of Science Board, Ex Officio Trustee, and Ex Officio Science Steering Committee, and Professor of Biology, Princeton University
• Fabrizio Lillo, SFI Professor and Professor, University of Palermo, Italy
• David K. A. Mordecai, Founder, Risk Economics Ltd.
• John Rundle, SFI External Professor and Professor and Director, California Inst. for Hazard Research, University of California, Davis