VI Course on Financial Stability

Organizing Institutions

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

Content

Session 1: Introduction

Course opening
Introduction to financial stability analysis: definition and metrics
Foundations of macroprudential regulation I
Foundations of macroprudential regulation II

Session 2: Empirical methods for financial stability analysis

Financial network analysis: applications for financial stability
Panel data analysis in financial stability using microdata
Hands-on exercise on financial stability analysis

Session 3: Financial stability and non-bank financial institutions

Introduction to non-bank financial institutions (NBFI)
Regulatory frameworks for non-bank financial sector
Monitoring risks in the shadow banking sector

Session 4: Financial stability monitoring, Growth-at-Risk (GaR) models, and stress testing

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

Session 5: Cyber and environmental threats to financial stability

Understanding cyber risks and financial stability
Financial stability implications of climate and environmental risks

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