DySES 2018: Systemic Risk: Conférence multi-disciplinaire organisée dans le cadre de la société DySES en partenariat avec l'Université Paris 1 Panthéon-Sorbonne, le CNRS (Centre d'Economie de la Sorbonne), L'Università Del Sannio Benevento (Naples, Italie).

Résumé En

Scope and main topicsDySES (Dynamics of Socio Economic Systems) 2018 conference has as general (but not exclusively) theme: systemic risk. In order to prepare for DySES 2018, two workshops on the topic of systemic risk have already been organized in 2017 by the finance group at the Centre d’Economie de la Sorbonne (CES) as well as the interdisciplinary group at University of Sannio in Benevento. We note that the main idea behind these workshops has been to initiate interest from both the existing network of people from DySES as well as people from Systemic Risk Tomography (SYRTO). SYRTO was an EU grant (2013-16) that the group of finance at the CES had on Systemic Risk with 4 European partners: Amsterdam, Athens, Brescia, Venice.To summarize: the idea with a DySES conference in Paris, is to use already existing networks (DySES, SYRTO) of people from different disciplines, to make an interdisciplinary conference in where the main theme (but not exclusively) will be systemic risk, risk management applied to various fields as economics, finance, insurance.Main themes include (but are not limited to): Systemic risk (general) Risk management Stress testing Catastrophic risk Impact of natural disasters on the economy Fragility of financial systems and regulations Impact of regulations Cyber security Aereospace security Methodologies: Networks Complex systems Agent based modeling Non-linear econometrics Multivariate methods Self-organized criticality Multicriteria methods Soft computing Bayesian methods Operational research Optimization methodsThe conference will provide a unique opportunity for practitioners, academics, regulators to join forces, exchanging on both theoretical and empirical grounds new ideas and tools. Round tables and a gala dinner are meant to encourage networking between the participants.