The Centre for Risk Studies is embarking on a multi-year, multi-disciplinary research project to explore the application of complex systems science together with catastrophe modelling approaches in managing social and economic catastrophe risk. This workshop is an interactive forum for developing ideas, and discussing methodologies to advance the research agenda towards developing a structural model of the frequency and severity of future shocks to economic and financial systems.

Workshop agenda

Time

Session

10:00-10:15

Welcome & Introductions
Professor Daniel Ralph, Centre for Risk Studies, University of Cambridge

10:15-10:30

“Brief Objectives of the CRS System Shock Risk Research Project”
Dr Andrew Coburn, Centre for Risk Studies, University of Cambridge

10:30-11:30

“Modelling Contagion in Financial Networks”
Dr Co-Pierre Georg, University Carlos III
Download slides (pdf, 504KB)

11:30-12:30

Discussion Session 1: Understanding the Behaviour of Financial Networks

12:30-13:30

Lunch

13:30-14:45

“The CRS System Shock Project & Financial Catastrophe”
Dr Andrew Coburn, Centre for Risk Studies, University of Cambridge

14:45-15:15

“Applying Signal Processing Techniques to Financial Modelling”
Professor Simon Godsill, Department of Engineering, University of Cambridge

15:15-15:30

Break

15:30-16:00

“Historical Dimensions of Financial Catastrophe Risk”
Dr D’Maris Coffman, Director, Centre for Financial History, University of Cambridge

16:00-17:30

Discussion Session 2: Defining Our Research Agenda

17:30-18:00

Summary & Next Steps
Ms Michelle Tuveson, Centre for Risk Studies, University of Cambridge

  • Daniel Ralph, Academic Director of the Centre for Risk Studies, University of Cambridge
  • Andrew Coburn, Director of the External Advisory Board of the Centre for Risk Studies, University of Cambridge
  • Michelle Tuveson, Executive Director of the Centre for Risk Studies, University of Cambridge
  • Simon Ruffle, Director of Technology at the Centre for Risk Studies, University of Cambridge
  • Gary Bowman, Research Associate at the Centre for Risk Studies, University of Cambridge
  • Co-Pierre Georg, Postdoctoral Researcher at the Interdisciplinary Group of Complex Systems Research at the University Carlos III, Madrid
  • Sanjeev Goyal, Professor of Economics at the Faculty of Economics, University of Cambridge
  • Simon Godsill, Professor of Statistical Signal Processing at the Department of Engineering, University of Cambridge
  • D’Maris Coffman, Director of the Centre for Financial History, University of Cambridge
  • Marcin Dziubinski, Research Associate at the Faculty of Economics, University of Cambridge
  • Adrian Leonard, Research Associate at the Centre for Financial History, University of Cambridge
  • Diego Cerdeiro, PhD Student at the Faculty of Economics, University of Cambridge
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