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The event is a combination of lectures on the theory and methods of policy analysis and design, practical problems in modelling and forecasting and computer-based exercises. The following topics are likely to be covered: - techniques for modelling unobserved economic components, state-space...
Persistent link: https://www.econbiz.de/10010484737
The topics covered in the event will fit within the following broad themes: - models of financial services regulation including the ‘twin peaks’ model adopted in the United Kingdom; - a judgement-based, forward-looking approach to prudential supervision; - the interplay between...
Persistent link: https://www.econbiz.de/10010484667
The topics covered are likely to include: - an overview of aspects of the data justifying an analysis of financial frictions; - different ways of deviating from the frictionless benchmark: - costly state verification - collateral constraints - costly enforcement; - models of financial...
Persistent link: https://www.econbiz.de/10010484736
The event will cover both theoretical and empirical analyses of the functioning of the international monetary system. The following topics are likely to be covered: - the interplay between domestic policy frameworks and the international monetary and financial system; - the role of ‘rules of...
Persistent link: https://www.econbiz.de/10010484657
The following key topics are likely to be covered: - approaches to business model analysis for banks, insurers and significant investment firms; - using the results of analysis to focus supervisory activity; and - flexible and proportionate approaches to business modelanalysis that can be...
Persistent link: https://www.econbiz.de/10010484666
The following topics will be covered: - credit and asset price cycles; - statistical measures of systemic risk: - Value-at-Risk (VaR) - Conditional Value-at-Risk (CoVaR) - Marginal Expected Shortfall (MES); - network models for systemic risk assessment; and - macroeconomic stress testing.
Persistent link: https://www.econbiz.de/10010484665
The following topics are likely to be covered: - review a central bank’s balance sheet in the light of monetary operations and risk tolerances; - success criteria: monitoring performance of operational structures; - recent and potential future revisions to the framework; - collateral...
Persistent link: https://www.econbiz.de/10010484731
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...
Persistent link: https://www.econbiz.de/10010484735
The following topics will be covered: - the structure of the new collateral-based banking system; - the impact of the new banking system upon the financial system more generally; and - the challenges that the new banking system poses for regulation and monetary policy.
Persistent link: https://www.econbiz.de/10010484664
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; -...
Persistent link: https://www.econbiz.de/10010484734
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