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Financial Sector Policies

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.
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    Qualifications

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

    Build capacity for stress testing and systemic risk analysis
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