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Information and Systemic Risk in Financial Networks: An Experiment

Project Title:  Information and Systemic Risk in Financial Networks: An Experiment

PI: Edoardo Gallo

Project Period: May 2016 - May 2017 (extended until May 2018)

In 2009 the Bank of England stated that “better information on connections between firms in the financial network” is crucial to “building a more resilient financial system”. The aim of this project is to conduct the first experimental study of how the lack of information on where a shock hits the financial network increases the likelihood of contagion and a market freeze. The experimental design will vary both the information available to market participants as well as the financial network that connects them, and it will shed light on their role in determining contagion, price dynamics, and bidding behaviour.

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CERF Scholar Shiqi Chen presented her paper at Leeds University Business School

Jun 28, 2019

Shiqi Chen presented her paper entitled “Financial Policies and Internal Governance with Heterogeneous Risk Preferences” (joint with Bart Lambrecht) in the Accounting and Finance seminar at Leeds University Business School, the Finance seminar at Essex Business School, CERF Lunch Seminar at Cambridge Judge Business School, and at the 2019 Annual Real Options Conference in London.

Winners of the Best Student Paper Award 2019 were announced

Jun 17, 2019

At the end of term staff-student lunch at the Cambridge Judge Business School on 14 June

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