{
  "title": "Systemic Macro Financial Risk Analysis",
  "sourceUrl": "https://www.imf.org/en/capacity-development/training/icdtc/schedule/st/2024/mfrast24-01",
  "canonical": "https://www.imf.org/en/capacity-development/training/icdtc/schedule/st/2024/mfrast24-01",
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  "summary": "Systemic Macro Financial Risk Analysis Training Program Target Audience Officials from central bank financial stability departments, banking regulatory and supervisory bodies, and ministries of finance.",
  "publishDate": "2024-02-06",
  "sections": [
    {
      "heading": "Target Audience",
      "content": "- Officials from central bank financial stability departments, banking regulatory and supervisory bodies, and ministries of finance."
    },
    {
      "heading": "Qualifications",
      "content": "- Participants are expected to have a degree in economics or finance.\n- Experience with financial stability analysis is highly desirable."
    },
    {
      "heading": "Course Details",
      "content": "- Deadline passed\n- Session No.: ST 24.01\n- Location: Singapore, Singapore\n- Date: January 8-12, 2024 (1 week)\n- Delivery Method: In-person Training\n- Primary Language: English\n- Presented by: Monetary and Capital Markets Department"
    },
    {
      "heading": "Course Description",
      "content": "This course provides a comprehensive overview of the theories, tools, and techniques necessary for thorough financial stability analysis. Topics include:\n- Systemic risk assessment using a variety of models: their pros and cons, and how they are related\n- Tools for monitoring systemic risk: risk dashboard\n- 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\n- Extracting information from firms’ balance sheets and market data\n- High level overview of macro-financial risk analysis using stress testing of banks and non-bank financial institutions, corporates, and households\n- High level overview of networks: contagion and interconnectedness analysis\n- Overview of climate risk analysis and stress testing\n- Analysis of country cases when comprehensive public and market data are available\n- Analysis that can be carried out in data-constrained countries (illustrated by country case studies and workshops with spreadsheets)"
    },
    {
      "heading": "Course Objectives",
      "content": "Upon completion of this course, participants should be able to:\n- Explain how to use balance sheet and market data to construct risk indicators to measure and monitor sector and systemic risk.\n- Summarize the tools and data needed for thorough monitoring of systemic risk.\n- Define data inputs, outputs, and applications of several types of systemic risk models, their pros, and cons, and how they relate to one other.\n- Build models that relate macro variables to the time series of risk indicators.\n- Analyze risk transmission and feedback between macro variables and risk indicators for banks, nonbank financial institutions, corporates, households, and the sovereign.\n- Understand climate risk transmission channels.\n- Analyze sovereign-bank linkages."
    }
  ],
  "bullets": [
    "Officials from central bank financial stability departments, banking regulatory and supervisory bodies, and ministries of finance.",
    "Participants are expected to have a degree in economics or finance.",
    "Experience with financial stability analysis is highly desirable.",
    "Deadline passed",
    "Session No.: ST 24.01",
    "Location: Singapore, Singapore",
    "Date: January 8-12, 2024 (1 week)",
    "Delivery Method: In-person Training",
    "Primary Language: English",
    "Presented by: Monetary and Capital Markets Department",
    "Systemic risk assessment using a variety of models: their pros and cons, and how they are related",
    "Tools for monitoring systemic risk: risk dashboard",
    "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",
    "Extracting information from firms’ balance sheets and market data",
    "High level overview of macro-financial risk analysis using stress testing of banks and non-bank financial institutions, corporates, and households",
    "High level overview of networks: contagion and interconnectedness analysis",
    "Overview of climate risk analysis and stress testing",
    "Analysis of country cases when comprehensive public and market data are available",
    "Analysis that can be carried out in data-constrained countries (illustrated by country case studies and workshops with spreadsheets)",
    "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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  "generatedAtUtc": "2026-09-29T20:39:58.008Z"
}