Financial Stability Course

Co-Sponsors

Center for Latin American Monetary Studies (CEMLA).

Content

1. Modeling liquidity, default and financial stability in general equilibrium; 2. General findings of the model, calibration and results (Chile case study); 3. Financial stability analytics; 4. Data visualization and financial stability; 5. An integrated framework for analyzing multiple financial regulations; 6. Sovereign credit risk, financial fragility and global factors; 7. Stress testing and financial stability; 8. Agent-based modeling and market liquidity; 9. Liquidity and default in an exchange economy; 10. Debt, recovery rates and the Greek dilemma; 11. A brief introduction to financial networks; 12. Construction of financial networks from bilateral exposures and balance sheet data; 13. Contagion channels in financial networks; and 14. Quantification of systemic risk in banking networks.

Objective

The overview of different theoretical models and applications to study and monitor financial stability; among others, dynamic stochastic general equilibrium models, visualization techniques, network and agent-based models.

Aimed at

Mid-level technical officials and researchers of CEMLA member central banks, with experience on financial stability or related areas.

Coordinator

Dr. Serafín Martínez Jaramillo
Advisor
Phone: +52 (55) 5061-6690
Email: smartinez@cemla.org

 

 

Preliminary Agenda