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.

We are pleased to announce details of the latest EABCN Training School; a three-day course entitled "Term structure models and the zero lower bound". Dr Jens Christensen will teach the course. Jens Christensen is a senior economist in the Financial Research Section of the Federal Reserve Bank of...

This year’s conference will focus on Efficiently Inefficient Markets.

The seminar will focus on the following topics: - risk premia in financial markets; - asset pricing; - equity premia and credit spreads; - derivatives markets and CCPs; and - the repo market.

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 is an opportunity for practitioners and academics to come together and explore new approaches to the analysis of macro-financial and macroprudential issues. It is anticipated that papers on sectoral modelling, policy regimes and co-ordination issues will be presented.

Central banks rely increasingly on the empirical analysis of financial markets 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 exposition of selected topics vital to central...

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).