Training Program

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.

Participants should be familiar with basic statistical concepts, econometric analysis and distribution theory.

This one-week course will deliver lectures and hands-on workshops to build capacity for stress testing and systemic risk analysis. It will focus on key topics, including: solvency and liquidity stress tests, and contagion and network analysis.