Analytical tools for financial supervision and risk management - Centre for Central Banking Studies CCBS
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 - Monte Carlo methods.
|Event dates:||2015-06-01 – 2015-06-05|
|Organizers:||Centre for Central Banking Studies, Bank of England|
|Classification:||E5 - Monetary Policy, Central Banking and the Supply of Money and Credit ; G1 - General Financial Markets ; G2 - Financial Institutions and Services|
|Event type:||Seminare, Summer Schools, Symposien, Workshops; Seminars, Summer Schools, Symposiums, Workshops|