Conference of European Statistics Stakeholders, Budapest, 20-21 October 2016

Session B12: Methodologies and challenges for financial market indicators
Description	Financial risk measures and composite indicators; Methodologies and challenges to stay on the curve.
Organisers	Per Nymand-Andersen (European Central Bank) János Gerendás (Magyar Nemzeti Bank)
Chair	Aurel Schubert (European Central Bank)
Presentation #1	CISS – A Portfolio-Theoretic Framework for the Construction of Composite Financial Stress Indexes Manfred Kremer (European Central Bank Research)
Presentation #2	Initial statistical findings on the new Money Market Statistical Reporting (MMSR) Gemma Agostoni (European Central Bank) Plamen Petrunov (Bulgarian National Bank) Josep Maria Puigvert (European Central Bank) Ronald Rühmkorf (European Central Bank)
Presentation #3	Towards a More Accurate Measurement of Financial Stress: Revamping the Hungarian System-Wide Financial Stress Index (SWFSI) Dr. Katalin Varga (Magyar Nemzeti Bank) Tibor Szendrei (Magyar Nemzeti Bank)

Conference of European Statistics Stakeholders