Training Program
Virtual - Stress Testing and Systemic Risk
Invitation
Session No.: CT 20.10V
Location: Shenzhen, China
Date: September 21-29, 2020 (1 week)
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
This one-week course will deliver lectures and hands-on workshops to build capacity for stress testing and systemic risk analysis. It will focus on key topics, including: solvency and liquidity stress tests, and contagion and network analysis.
Course Objectives
Build capacity for stress testing and systemic risk analysis
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