Systemic Macro Financial Risk Analysis

Training Program

Connect with IMF Institute

Systemic Macro Financial Risk Analysis (MFRA)

Invitation

Session No.: CT 24.06

Location: Beijing, China

Date: May 27-31, 2024 (1 week)

Delivery Method: In-person Training

Primary Language: English

Target Audience

Officials from central bank financial stability departments, banking regulatory and supervisory bodies, and ministries of finance.

Qualifications

Participants are expected to have a degree in economics or finance. Experience with financial stability analysis is highly desirable.

Course Description

This course, presented by the Monetary and Capital Markets Department, provides a comprehensive overview of the theories, tools, and techniques necessary for the analysis of risks to financial stability. Topics include the development of risk dashboards; identification of vulnerabilities; the use of stress tests of banks (including to assess climate-related risks) and non- financial entities, and network and contagion analysis. The course will use real life examples derived mainly from FSAPs and will allow participants to work on case studies.

Course Objectives

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

Explain how to use balance sheet and market data to construct risk indicators to measure and monitor sector and systemic risk.
Summarize the tools and data needed for thorough monitoring of systemic risk.
Define data inputs, outputs, and applications of several types of systemic risk models, their pros, and cons, and how they relate to one other.
Build models that relate macro variables to the time series of risk indicators.
Analyze risk transmission and feedback between macro variables and risk indicators for banks, nonbank financial institutions, corporates, households, and the sovereign.
Understand climate risk transmission channels.
Analyze sovereign-bank linkages.

IMF’s Work

RESOURCES

TOPICS

Flagship Publications

Other Publications

IMF reports and publications by country

Regional Offices

All News

See Also

For Journalists

Press Center

RESOURCES

FLAGSHIPS

KEY SERIES

IMF NOTES

Training Program