Financial Systems , Stability Stress Testing for Banking Masterclass

OVERVIEW

First Part : The objective, of course, is to deepen understanding of recent trends and issues related to the financial stability function of central banks. The course will discuss systemic risk indicators, the role of macroprudential policy, the macroprudential framework in the region, FX lending, and how macroprudential policy and monetary policy interact. A part of the course will be devoted to the functioning and calibration of specific macroprudential tools, such as the countercyclical capital buffer, limits on LTV ratios, or surcharges for systemically important banks. Participants are expected to deliver short presentations and engage in group discussions on key financial stability issues in their countries.

Second Part : BIZENIUS consultant working in the area of stress testing, addresses issues related to the development of top-down stress tests from a central bank (or other supervisory authority) perspective. Material is presented at an advanced level. The course covers modeling choices and the required econometric/analytical skills ranging from macro-to-micro satellite models to network analysis. Finally, participants are expected to give short presentations covering their stress testing models and the challenges encountered while running top-down stress tests themselves.

WHAT YOU WILL LEARN

Financial Stability Policies
The Basel III Countercyclical Capital Buffer
Analysis of Structural Risks
Risks in the Commercial Real Estate Market
Financial Stability Risks and Policy
Financial crises and vulnerabilities

Interaction of Monetary and Macroprudential Policy
Policies for Credit-Funded Housing Booms
Analytical Framework for Macroprudential Policy
Financial Markets and Monetary Policy
IFRS 9 and implications for stress testing
Best Practices in Liquidity Stress Testing: Cash-Flow Based Approaches

WHO SHOULD ATTEND

Senior to Mid-level officials from central banks, commercial banks, financial institutions, ministries of finance and regulatory agencies in charge of financial stability or financial regulation and supervision.

IN HOUSE REQUEST

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