Virtual - Stress Testing and Systemic Risk

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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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