Training Program

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.

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

This two week course will deliver lectures and had-on workshops to build capacity for stress testing and systemic risk analysis. It will follow up on training provided in the first course. It will focus on advanced topics, including: solvency-liquidity interactions and macro-financial feedback loops; contagion and network analysis; and market-based tools for systemic risk analysis.