EE Seminar #14: Fabio Caccioli – Understanding Financial Contagion: A Complexity Modeling Perspective

In this seminar, Fabio Caccioli (University College London) reviews key contributions of complexity science to the study of systemic risk in financial systems. The seminar focuses on network models of financial contagion and various mechanisms of shock propagation, such as counterparty default risk and overlapping portfolios. Fabio highlights how the interconnectedness of financial institutions can amplify risk and discusses how standard risk management tools, which neglect these interactions, can increase systemic risk.

This is an online event. We look forward to seeing you there!