This seminar offers participants with expertise in this field the opportunity to review and discuss the many aspects of resolution regimes, including the latest policy developments and operational challenges in a domestic and a cross-border context. The following topics are likely to be...

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).

This forum will take a forward-looking perspective in attempting to identify areas where further policy initiatives may be needed to ensure that regulatory standards for financial market infrastructures (FMIs) are suitably designed and implemented, with an over-arching focus on mitigating...

The seminar will focus on the following topics: - asset pricing; - equity premiums and credit spreads; - the repo market; and - derivatives and CCPs.

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 -...

Central banks rely increasingly on the empirical analysis of financial markets and the information contained therein to analyse the state of the economy and the impact of policy actions. This one-week event will provide a rigorous overview of the foundations of empirical finance and an...

This three-day seminar introduces participants to some of the key related concepts and shows how they can be studied in a dynamic stochastic general equilibrium setup. To build an understanding of the implications of financial frictions for business cycle fluctuations and monetary policy,...

Topics: - role of asset prices in the setting of monetary policy instruments; - impact of monetary and financial instruments on the real economy; - the role of financial markets in the generation of business cycles; - monetary transmission mechanism in times of financial disruption; - the extent...