2018 Interagency Early Warning Model Workshop
September 10, 2018 Federal Reserve Bank of Philadelphia
The protracted period of stability in the banking sector since the Great Recession, accompanied by the rising interest rate environment, makes the problem of understanding the causes and timing of the next crisis particularly acute for the regulatory agencies. The Interagency Early Warning Workshop will serve as a forum for members of the regulatory community to share their views on the development and implementation of supervisory models, discuss academic contributions to the literature, and outline directions for future work in the early warning space. Hence, the workshop will provide a blend of research presentations on the methodological frontiers in early warning model development and regulatory work on the implementation of existing or proposed supervisory models.
Please note that this event is open only to the staff of the regulatory agencies and not to the general public.
- Registration is now closed. Please contact the organizers if you have any questions.
Several topics are of particular interest but all high quality contributions related to early warning banking models will be considered. Suggested research topics include: the role of business cycle conditions in early warning models; machine learning methods and identification of relevant risk factors; liquidity and capitalization; the role of supervisory ratings in predicting banking distress; contagion in banking networks; etc. Suggested supervisory topics include: risk visualization; the role of supervisory model output in the regulatory process; characterizing alternative sources of risk; implications of data granularity; impact of anticipated regulatory policy changes; etc.
Research submissions should be made in the form of a detailed abstract that clearly explains the methodology, results, and the scope of the contribution or a completed paper (preferred). Supervisory submissions should be made in the form of a detailed abstract that summarizes the topic and analytical approach or tentative slide deck. All submissions must be emailed to the workshop address, firstname.lastname@example.org, before or on the June 11, 2018 deadline.