Virtual : Financial Sector Surveillance

Source details

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.
Qualifications:
- Expected to have a degree in economics or finance, preferably at the master’s level, or equivalent work experience.
- Good quantitative skills.
- Proficiency in the use of computers to analyze data.
- Recommended to have completed the online Financial Market Analysis (FMAx) course.
- Familiarity with the basics of Microsoft Excel is important because the workshop uses Microsoft Excel worksheets.
- The course will be conducted in English.

Presented by the Institute for Capacity Development.
Introduces key concepts and tools used in the identification and assessment of financial sector vulnerabilities and sources of strength.
Provides a basic toolkit to assess financial sector risks and measure them against existing capital and liquidity buffers in the financial system.
Focuses on:
- Early identification of macro-financial imbalances.
- Analysis of the transmission of financial distress across institutions, markets, and economic sectors.
Objective: reduce the likelihood and the severity of financial crises.

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.