Training Program Course
Source details
- Canonical URL
- Training Program Course
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Bibliographic details
- Published: July 24, 2025
Upcoming offerings
| Start date | End date | Location | Delivery Method | Session No. | Primary & (Interpretation) language | Apply |
|---|---|---|---|---|---|---|
| October 18, 2027 | October 29, 2027 | Vienna, Austria | In-person Training | JV 27.32 | English | Apply online by July 18, 2027 |
Course overview
- Systemic Macro Financial Risk Analysis (MFRA)
- This course provides a comprehensive overview of the theories, tools, and techniques necessary for thorough financial stability analysis.
- Couse focuses on systemic risk definitions, identification, assessment using a variety of models and tools (such as building risk dashboards): their pros and cons, and how they are related.
- Focuses on modeling links and feedback loops between macroeconomic variables and the financial sector, and vulnerabilities and risks of banks, nonbank financial institutions, non-financial corporates, households, and general government.
- The course also provides:
- high level overview of macro-financial risk analysis using stress testing of banks and non-bank financial institutions, corporates, and households;
- contagion and interconnectedness analysis;
- overview of climate risk analysis and stress testing.
Topic
- Financial Sector Issues
Target audience
- Junior to mid-level officials from central bank financial stability departments, banking regulatory and supervisory bodies, and ministries of finance responsible for risk analysis, supervision, macro forecasting.
Qualifications
- Participants are expected to have a degree in economics or finance.
- Experience with financial stability analysis is highly desirable.
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.
- Build the tools and obtain data needed for thorough monitoring of systemic risk.
- 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.