Qualification of Economical Crisis Risk

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Qualification of Economical Crisis Risk.

 

Synopsis

This workgroup is dedicated to Finance practionners, more precisely risk managers, rating agencies, private or institutional regulators.

Some crazy mathematicians are currently trying to quantify the (bubble) risk beard by economical crisis. To be usable by practionners, such a work must be able to compute reliabily the probability of occurence of an economical bubble within a given market at any future date, and must also precise stochastically underlying prices during burst formation. This workgroup is intended to

  • favor exchanges between practionners and researchers to help the research part understanding and model economical crisis formation.
  • invite practitioners to discuss the qualification of a new risk beard by Economical Crisis, that could for instance be included into their valuation (at a financial instrument, portfolio, or corporate level) .
  • to discuss with these practionners what could be the practical impacts of a such a risk among them. The long term goal is to understand their needs in order to build for them a decision help tools using this "bubble risk" measurement. Such a tool could be for instance used to anticipate efficiently the pure economical effects of crisis. 

Motivations

To smoothen out impacts of the coming soon next economical crisis. This is clearly a useful, noble and scientifically challenging topic. And, above all, after 2000 years of recorded economical crisis (the roman empire already faced liquidity crisis), it could be nice to begin learning a little, just for next generations.

This is obviously a mid / long term research program, that necessitate to build a new and innovative approach. However, this kind of program has no hope to be successful without a network of competencies and links coming from corporate / institutional. CRIMERE ambition is to insulate these ideas, from a scientific and political point of view. This work group is intended to discuss these various aspects from practionners side.

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