V Course on Financial Stability

Organizing Institutions

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

Content

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: Panel data for financial stability analysis

Panel data analysis in financial stability using microdata
Applications of panel data for policy evaluation
Hands-on exercise on financial stability analysis using cross-border banking data

Session 3: Climate-related risks and financial stability

Introduction to climate-related financial risks
Sustainable banking and financial stability
Credit flows, climate-related risks, and sustainability

Session 4: Financial stability monitoring and Growth-at-Risk models

Financial stability monitoring
Introduction to Growth-at-Risk models
Applications and experiences from stress testing at Banco de España

Session 5: Financial stability in a context of and rising interest rates

Financial stability threats arising from higher interest rates
Normative aspects of financial stability: recent developments in the context of the Financial Stability Board and the Basel Committee on Banking Supervision
Hands-on Exercise: Working groups presentations

Closing remarks

Objetive

The overview of different theoretical models and methodological applications to analyze key financial stability issues.

Aimed at

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

Coordinator