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Virtual : Financial Sector Surveillance (FSS)

Invitation

Session No.: CT 20.07V

Location: Beijing, China

Date: November 23, 2020 - December 2, 2020 (2 weeks)

Primary Language: English

Interpretation Language: Chinese

    Target Audience

    Junior to mid-level government officials tasked with surveillance of the financial sector, especially staff of the central bank, financial regulators, and other agencies that engage in macroprudential oversight.

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    Qualifications

    Participants are expected to have a degree in economics or finance, preferably at the master’s level, or equivalent work experience; good quantitative skills; and proficiency in the use of computers to analyze data. It is recommended that applicants have completed the online Financial Market Analysis (FMAx) course. Because the workshop uses Microsoft Excel worksheets, familiarity with the basics of Excel is important. The course will be conducted in English.

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    Course Description

    This course, presented by the Institute for Capacity Development, introduces participants to key concepts and tools used in the identification and assessment of financial sector vulnerabilities and sources of strength. The course materials provide a basic toolkit to assess financial sector risks and measure them against existing capital and liquidity buffers in the financial system. The discussions focus on the early identification of macro-financial imbalances and the analysis of the transmission of financial distress across institutions, markets, and economic sectors, with the objective of reducing the likelihood and the severity of financial crises.

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    Course Objectives

    Upon completion of this course, participants should be able to:

    • Measure the main risks facing banks (e.g., credit, market, funding), from a systemic financial stability perspective.
    • Design and perform basic stress tests of solvency and liquidity and interpret the results.
    • Assess macro-financial linkages, along with potential amplification mechanisms.
    • Track the buildup of systemic risk and vulnerabilities associated with credit, leverage, balance sheet mismatches, and interconnectedness.
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    Apply Now - Application deadline approaching:

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