Events

CSRA hosts bi-annual meetings in May and December of each year. CSRA meetings are by invitation only.

Past Events:
Dear Consortium Members and Participants:
We are pleased to announce the CSRA’s first public conference. We are particularly honored to be co sponsoring this conference with the Office of Financial Research of the U.S. Department of the Treasury and MIT’s Laboratory for Financial Engineering. The conference will be held on June 11, 2014, at the MIT Sloan School of Management in Cambridge, MA.

 

The address is 100 Main Street, Cambridge, MA 02142 (building E62 in MIT terms) – in classroom E62-276 on the second floor.

 

Speakers include:
Daron Acemoğlu, MIT
Tobias Adrian, Federal Reserve Bank of New York
Richard Berner, Department of the Treasury
Richard Bookstaber, Office of Financial Research
John Court, The Clearing House
Sanjiv Das, Leavey School of Business at Santa Clara University
Mark Flood, Office of Financial Research
Lisa Goldberg, UC Berkeley
Chris Hart, National Transportation Safety Board
Mark Kritzman, MIT and Windham Capital Management
Joe Langsam, University of Maryland
John Liechty, Smeal College of Business at Pennsylvania State University
Andrew W. Lo, MIT
Harry Mamaysky, Citi
Allan Mendelowitz, Deloitte
Barbara Novick, BlackRock
Roger M. Stein, State Street Global Exchange and MIT
Nancy Wallace, UC Berkeley
and more to come!
Agenda:

9:00 – 9:30 Registration
9:30 – 10:00 Welcome Remarks
10:00 – 11:30 PANEL: Data and Operations for Measuring Systemic Risk
11:30 – 1:00 PANEL: Stress Testing and Systemic Risk Measurement
1:00 – 2:15 LUNCH
1:30 – 2:15 KEYNOTE
2:15 – 3:45 PANEL: Market-Based Measures of Systemic Risk
4:00 – 4:30 COFFEE BREAK
4:30 – 6:00 PANEL: Network, Agent-based and Recursive Models of Systemic Risk
6:00 – 6:15 WRAP UP
6:15 – 7:30 RECEPTION
Anemometer