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 will analyse developing approaches to business model analysis for financial supervision, giving an opportunity to share ideas and expertise. The following key topics are likely to be covered: - approaches to business model analysis for banks, insurers and significant investment...

The aim of the conference is to foster an exchange of knowledge and views between practitioners, researchers and policy-makers on topics related to emerging market finance. During the prolonged period of monetary accommodation in advanced economies emerging market economies have been faced with...

The topics covered in the event will fit within the following broad themes: - the appropriate objectives for macroprudential policy and the various challenges to operationalise it; - a review of the various macroprudential instruments to manage network and procyclicality risks, and...

The colloquium provides a unique platform to discuss the latest issues in asset management. We particularly encourage submissions of papers on all areas of asset management, such as mutual and hedge funds, pension funds and ETFs, trading strategies, investor behavior, empirical asset pricing,...

This event will analyse the stricter definition of eligible capital and capital buffers as indicated in Basel III and the use of the leverage ratio as a backstop to additional capital requirements. Specific topics will include the following: - determination of firm capital requirements; -...

This three-day seminar introduces participants to some of the key related concepts and shows how they can be studied in a dynamic stochastic general equilibrium setup. To build an understanding of the implications of financial frictions for business cycle fluctuations and monetary policy,...

Topics: - role of asset prices in the setting of monetary policy instruments; - impact of monetary and financial instruments on the real economy; - the role of financial markets in the generation of business cycles; - monetary transmission mechanism in times of financial disruption; - the extent...

The workshop will give researchers and central bankers the opportunity to discuss theoretical work, empirical findings and policy implications related to cross-border banking. Topics: - the role of internationally active banks in the global economy - the effects of crossborder banking on the...

This two-week seminar aims to improve participants’ understanding of current modelling strategies and forecasting techniques. The event is a combination of lectures on the theory and methods of policy analysis and design, practical problems in modelling and forecasting and computer-based...