The topics covered in the event will fit within the following broad themes: - models of financial services regulation including the ‘twin peaks’ model adopted in the United Kingdom; - a judgement-based, forward-looking approach to prudential supervision; - the interplay between...

The following key topics are likely to be covered: - approaches to business model analysis for banks, insurers and significant investment firms; - using the results of analysis to focus supervisory activity; and - flexible and proportionate approaches to business modelanalysis that can be...

The following topics will be covered: - credit and asset price cycles; - statistical measures of systemic risk: - Value-at-Risk (VaR) - Conditional Value-at-Risk (CoVaR) - Marginal Expected Shortfall (MES); - network models for systemic risk assessment; and - macroeconomic stress testing.

Topics: - the evolution of bank business models and risk-taking preferences in response to regulatory change (Basel III) - the implications of the zero bound problem for (SME) lending choices - the existence of multiple policy objectives and private vs government lending - the challenges...

The following topics will be covered: - the structure of the new collateral-based banking system; - the impact of the new banking system upon the financial system more generally; and - the challenges that the new banking system poses for regulation and monetary policy.

Topics: - Cross border bank lending, domestic credit, and the current account - Domestic and cross-border response of bank credit and leverage to national monetary policies and global liquidity - Econometric issues in modeling the current account, in particular in currency unions. - The role of...

The event is expected to cover a wide range of topics including: - extreme value theory; - linear and non-linear correlation; - Value-at-Risk; - network analysis and agent-based models; - principles of derivatives pricing with applications to interest rate and credit derivative swaps; and -...

This event is an opportunity for practitioners and academics to come together and explore new approaches to the analysis of macro-financial and macroprudential issues. It is anticipated that papers on sectoral modelling, policy regimes and co-ordination issues will be presented.

The event will aim to discuss the management of various categories of risk faced by retail banks, investment banks and insurance companies, including those generated by macroeconomic, political and social developments. Specific topics are likely to include: - trading risks and hedging, options...

This seminar will improve participant’s understanding of these changes, the implications for financial regulation, and an opportunity to share ideas and expertise. The topics covered in the event will fit within the following broad themes: - models of financial services regulation including...