Virtual - Stress Testing and Systemic Risk

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Virtual - Stress Testing and Systemic Risk

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Bibliographic details

• Session: CT 20.10V
• Location: Shenzhen, China
• Dates: September 21-29, 2020 (1 week)
• Primary language: English
• Interpretation language: Chinese

Training Program

• One-week course delivering lectures and hands-on workshops to build capacity for stress testing and systemic risk analysis.
• Focus areas include solvency and liquidity stress tests, and contagion and network analysis.
• IMF offers online training to government officials and the public.

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 Objectives

• Build capacity for stress testing and systemic risk analysis.

References

• Core Elements of Banking Supervision (CBS)
• Advanced Government Finance Statistics (GFS-A)
• Fiscal Sustainability (FS)
• Safeguards Assessments of Central Banks (SAC)