The recent crises at the global and regional levels have brought this issue to the forefront of policy debate in many parts of the world. China, for instance, has recently increased its efforts to promote the use of the renmimbi in international transactions. Eurozone countries have been...

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...

This seminar offers participants with expertise in this field the opportunity to review and discuss the many aspects of resolution regimes, including the latest policy developments and operational challenges in a domestic and a cross-border context. The following topics are likely to be...

This event will discuss liquidity policy development and the implementation of new supervisory approaches to liquidity risk supervision. The following key topics are likely to be covered: - liquidity policy development and implementation; - supervisory approaches to assessing liquidity risk in...

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

In this seminar we will aim to analyse how the new system operates, explore its impact on the financial system more generally, and consider its implications for financial regulation. The following topics will be covered: - the structure of the new collateral-based banking system; - the impact of...