The following topics will be covered: - credit and asset price cycles; - network models for systemic risk assessment; - stress tests; and - statistical measures of systemic risk: – Value-at-Risk (VaR) – Conditional Value-at-Risk (CoVaR) – Marginal Expected Shortfall (MES).

The following topics are likely to be covered: - the econometric modelling and forecasting of inflation and growth; - formulating and using varieties of mechanical, statistical, semi-structural and structural forecasting models; - forecasting at different forecast horizons; - tools for forecast...

This seminar will look at recent developments in money market operations. In addition, it will consider how monetary operations interact with a central bank’s financial stability and regulatory mandates. The following topics are likely to be covered: - review a central bank’s balance sheet...

The following key topics are likely to be covered: - developing an external communication strategy; - how do you achieve effective internal communication? - how can central banks best use social media? - managing key stakeholder relationships; communicating with the public; parliament and media;...

In this seminar we will aim to analyse how the new system operates, explore its impact on the financial system more generally, and consider its implications for financial regulation. The following topics will be covered: - the structure of the new collateral-based banking system; - the impact of...

The seminar will be taught from the perspective of the practitioner with the aim of discussing techniques that can improve upon classical econometric methods, or are more convenient alternatives. The topics covered are likely to include: - introduction to Bayesian analysis and Gibbs sampling; -...

This is an intensive week-long event, which comprises a series of lectures and practical sessions. The sessions will cover: - the objectives of monetary policy and optimal policy under commitment and discretion; - important estimation techniques; - financial market data and monetary policy; -...

The aim of this workshop is to allow those responsible for the design and implementation of such policies to deepen their theoretical understanding of monetary operations and to compare and contrast experiences with their peers. The following topics will be covered: - current state of monetary...

The event is expected to cover a wide range of topics including: - extreme value theory; - linear and non-linear correlation; - value at risk; - network analysis and agent-based models; - principles of derivatives pricing with applications to interest rate and credit derivative swaps; and -...

This event will analyse developing approaches to business model analysis for financial supervision, giving an opportunity to share ideas and expertise. The following key topics are likely to be covered: - approaches to business model analysis for banks, insurers and significant investment...