Interconnectedness and Systemic Risk

Theme Leaders: Kristle Romero-Cortes and Zhaoxia Xu

Systemic risk is one of the main foci of the IGF’s research activities. The IGF has ongoing joint projects with the Volatility and Risk Institute at NYU with a view to providing refined live data and advanced technology to measure and quantify issues associated with systemic risk for financial institutions and insurance companies. The live data is available on the IGF website and the data is updated in synchrony with the V-lab at NYU on a weekly basis. These financial indicators act as part of a  warning system to ensure potential future national, regional and/or global shocks and global financial crises are mitigated. The IGF and its key international collaborators, including leading academics and policy makers, such as the Bank for International Settlements, the Reserve Bank of Australia,  and the Asian Development Bank, have several high impact publications on issues related to systemic risk.  The IGF also organises high profile business and policy fora throughout the year, bringing together researchers, market participants and policy makers to share and discuss the latest developments in systemic risk.The IGF also organises high profile business and policy fora throughout the year, bringing together researchers, market participants and policy makers to share and discuss the latest developments in systemic risk.