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Calendar

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

Online Seminar – FinTech @ FBF Online Platform
May 22 @ 1:00 pm – 2:00 pm
Online Seminar - FinTech @ FBF Online Platform

Participation free – registration mandatory

Registration will open in early May.


 

Speakers

Jean Dermine (Professor of Banking and Finance, INSEAD)

Giacomo Calzolari (Professor of Economics, University of Bologna)


 

Technical disclaimer

The online seminar will take place on the Adobe Connect platform. You can access the seminars from personal computers, laptops, tablets and smartphones. You are strongly encouraged to read the technical requirements before registering for the online seminar. To ensure an optimal experience in terms of connection speed and video quality, we suggest to attend the seminar via a device connected to a stable network connection, avoiding if possible shared wi-fi or mobile connections.

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