Training Program
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.
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