Stress Testing Banks

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Stress Testing Banks

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Bibliographic details

• Session: CT 19.03
• Location: Shenzhen, China
• Dates: March 4-15, 2019 (2 weeks)
• Primary language: English
• Interpretation language: Chinese

Target audience

• Experienced practitioners from central banks and regulatory agencies, in particular those in supervisory and financial stability areas, including teams in charge of financial stability reports.

Qualifications

• Participants should be familiar with basic statistical concepts, econometric analysis and distribution theory.

Course description and format

• Duration: Two week course.
• Delivery: Lectures and had-on workshops.
• Purpose: Build capacity for stress testing and systemic risk analysis; follow up on training provided in the first course.
• Core advanced focus areas:
  • Solvency-liquidity interactions and macro-financial feedback loops.
  • Contagion and network analysis.
  • Market-based tools for systemic risk analysis.

References

• Core Elements of Banking Supervision (CBS)
• Advanced Government Finance Statistics (GFS-A)
• Fiscal Sustainability (FS)
• Safeguards Assessments of Central Banks (SAC)