Topics: - Systemic vs Systematic Risk Measurement, Systemic Risk Factors, - Stress Testing, Systemic Risk Allocation Capital Adequacy and Procyclicality, - Contagion Model, Double Default, Bilateral Counterparty Risk and Chain Failures, - Network Modelling Tools, - Risk Concentration, -...

Topics: - Persistence in Linear and Nonlinear Dynamic Models: Low Frequency Analysis, Long Run Risk (LRR) Asset Pricing Model, Persistence of Extreme Events, Long Term Volatility; - Long Term Interest Rates: Actualization for Long Term Investment Projects, Social Efficient Discount Rate, Term...

Topics: - Economic Foundation of Risk Dependence: term structure of dependence, contagion models, effects of cycles, links between real and financial factors, dynamic of demand, lapse and prepayment, long run factors such as longevity, global warming or demography, effect of life cycle for...

Topics: · Market structure · Integration and concentration of markets · Market stability, liquidity and transparency · Monetary policy implementation and the money market · High frequency data and the impact of news arrival · Understanding market volatility and risk