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Calendar

Apr
24
Tue
Managing and Understanding Sovereign Debt Risks and Restructuring @ EUI Premises
Apr 24 – Apr 25 all-day
Managing and Understanding Sovereign Debt Risks and Restructuring @ EUI Premises | Fiesole | Toscana | Italy

Course Instructor: Lee C. Buchheit (Cleary Gottlieb Steen & Hamilton LLP); Mitu Gulati (Duke University); Jeromin Zettelmeyer (Peterson Institute of International Economics)
Area: Risk Management
Level: Intermediate

This course will focus on the following topics:

  • Sovereign default and restructuring risk;
  • How do sovereign borrowers get into trouble?
  • The warning signs of sovereign distress.
  • Initial maneuvers to escape and evade the crisis.
  • The options when the initial maneuvers don’t work — bailout or restructure
  • The evolution of sovereign debt restructuring techniques — 1982 to 2017
  • The role of the official sector
  • Contractual provisions that facilitate, or that retard, sovereign debt workouts
  • Sovereign debt restructuring after Greece and Argentina

This course is targeted at EBA, SSM, SRB, ESRB, EU officials, financial stability and legal department experts in Central Banks, Ph.D. students, private sector members, law firms and practitioners.

Click here for further information and registration

May
8
Tue
Bank Regulation for Supervisory Purposes @ EUI Premises, Florence
May 8 – May 9 all-day
Bank Regulation for Supervisory Purposes @ EUI Premises, Florence | Fiesole | Toscana | Italy

Course Instructors: Emiliano Sabatini, Antonio Schifino (Bank of Italy)
Area: Bank Regulation, Supervision and Resolution
Level: Introductory/Intermediate

This course will focus on the following topics:

  • An overview of the solvency ratio: regulatory capital and Pillar I risks.
  • The main answers of micro-prudential regulators to the crisis.
  • The backstop measures.
  • Pillar II and its role under the Single Supervisory Mechanism.
  • An overview of the main IFRS accounting standards on financial instruments and their implications from a regulatory perspective.
  • The main differences between the accounting and the regulatory frameworks with reference to consolidation.

This course is targeted at EBA, SSM, SRB, ESRB, EU officials, lawyers, political scientists, Ph.D. students, accountants, private sector economists.

Click here for further information and registration

May
22
Tue
Measuring and Forecasting Volatility and Risk @ Barcelona
May 22 – May 24 all-day
Measuring and Forecasting Volatility and Risk @ Barcelona | Barcelona | Catalonia | Spain

Course Instructors: Christian Brownlees (Universitat Pompeu Fabra), Fabio Canova (FBF and BI Norwegian Business School)
Area: Statistical and Econometric Methods
Level: Intermediate/Advanced

This course will focus on the following topics:

  • Estimation and forecasting.
  • Models of time varying correlations: estimation and forecasting.
  • VaR and Systemic risk: measures and forecasting techniques.

This course is targeted at Financial Stability and Research departments in central banks, Ph.D. and Post-doctoral researchers, Assistant Professors, Research department officers of private banks, EU institutions.

Click here for further information and registration

Jun
6
Wed
Liquidity, Price Discovery, Risk and Market Design @ EUI Premises, Florence
Jun 6 – Jun 8 all-day
Liquidity, Price Discovery, Risk and Market Design @ EUI Premises, Florence | Firenze | Toscana | Italy

Course Instructors: Thierry Foucault (HEC Paris)
Area: Statistical and Econometric Methods
Level: Intermediate/Advanced

This course will focus on the following topics:

  • Models of price discovery and illiquidity in financial markets
  • Estimating the determinants of illiquidity with intraday data.
  • Market design and policy (market transparency, algorithmic and high frequency trading, OTC vs. centralized trading).
  • Real effects of liquidity and price discovery.

This course is targeted at Researchers in central banks, Ph.D. and Post-doctoral researchers, Assistant Professors, Research departments of private banks, EU officials.

Click here for further information and registration

Jun
28
Thu
Credit and Market Risk Management: A Value-based Approach @ EUI Premises, Florence
Jun 28 – Jun 29 all-day
Credit and Market Risk Management: A Value-based Approach @ EUI Premises, Florence | Firenze | Toscana | Italy

Course Instructors: Jean Dermine (Insead)
Area: Risk Management
Level: Intermediate

This course will focus on the following topics:

  • Probability of Default (PD) calibration and validation
  • Loss Given Default (LGD) – What do we know about LGDs?
  • Discount rate in LGDs.
  • Regulatory updates regarding LGDs.
  • Value-at-Risk.

This course is targeted at Financial stability and research department of Central Banks, Ph. D. students, private sector economists, EU officials.

Click here for further information and registration