
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
- Course opening
- Interactive kickoff session
- Session 1. Introduction to financial stability analysis
- Financial stability: definition and metrics
- Foundations of macroprudential regulation I
- Foundations of macroprudential regulation II
- 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
- 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
- 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
- Session 5. Macroprudential stress testing
- Introduction to the design of stress tests
- Interactive session: stress testing in practice
- Applications and experiences from stress testing
- 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