Disponible en Español

IV Financial Stability Course

Madrid, Spain
October 24 - 28, 2022

Organizing Institutions

Centro de Estudios Monetarios Latinoamericanos, A. C.
Banco de España

Content
  1. Course opening
  2. Interactive kickoff session
  3. Session 1. Introduction to financial stability analysis
    • Financial stability: definition and metrics
    • Foundations of macroprudential regulation I
    • Foundations of macroprudential regulation II
  4. Session 2. The crypto ecosystem, central banks, and financial stability
    • An introduction to the economics of digital currencies
    • Digital currencies, central banks, and financial stability
  5. Session 3. Financial stability monitoring and Growth-at-Risk models
    • Financial stability monitoring
    • Introduction to Growth-at-Risk models I
    • Introduction to Growth-at-Risk models II
  6. Session 4. Panel data for financial stability analysis
    • Panel data analysis in financial stability using microdata
    • Applications of panel data for policy evaluation
    • Applications using credit-register data for policy evaluation
  7. Session 5. Macroprudential stress testing
    • Introduction to the design of stress tests
    • Interactive session: stress testing in practice
    • Applications and experiences from stress testing
  8. Closing remarks
Objetive

Overview of different theoretical models and applications to study, monitoring, and analysis of financial stability.

Aimed at

Aimed at mid-level technical officials and researchers of CEMLA member central banks and collaborating institutions, with experience on financial stability or related areas.

Coordinator

Matías Ossandón Busch
Directorate of Financial Stability