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Calendar

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 Instructor: 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

Jul
5
Thu
Executive Seminar on Financial Surveillance @ Villa Salviati
Jul 5 @ 12:00 pm – Jul 6 @ 2:00 pm
Executive Seminar on Financial Surveillance @ Villa Salviati | Firenze | Toscana | Italy

Participation to this event is upon invitation only


This closed-doors, two-days Chatham House executive seminar on Financial Surveillance will (1) take stock of the state of the art in the supervision and resolution of banks and other non-bank actors in Europe; (2) will assess the market impact and developments of the recently implemented prudential and resolution rules and will (3) critically review current oversight gaps and risks and explore possible remedies. Compared to past editions which focussed on the banking sector, this executive seminar will look both at banks and non-banks realities.

The executive seminar will be held in the context of the Florence School of Banking and Finance’s 4th Advisory Council and Scientific Committee Meeting.

PROGRAMME

 


Scientific organisers:

  • Stefano Cappiello | Bank of Italy
  • Elena Carletti | Florence School of Banking and Finance and Bocconi University
  • Pierre Schlosser | Florence School of Banking and Finance
  • Emiliano Tornese | European Commission

Sep
27
Thu
Liquidity Regulation: Concepts, Methods and Applications @ EUI Premises, Florence
Sep 27 – Sep 28 all-day
Liquidity Regulation: Concepts, Methods and Applications @ EUI Premises, Florence | Firenze | Toscana | Italy

Course Instructors: Bart Joosen (VU University), Stefano Cappiello (Single Resolution Board), Jean-Jacques Van Helten (Visiting fellow, RSCAS; formerly Bank of Montreal)
Area: Bank Regulation, Supervision and Resolution
Level: Intermediate/Advanced

This course will focus on the following topics:

  • Liquidity Coverage Ratio and Net Stable Funding Ratio’s in the European Capital Requirements Regulation framework
  • Definition of High Quality Liquid Assets, the changing definition of safe assets and the forthcoming Simple Transparent and Standardised Securitisations
  • Stress testing, survival period and measurement of resilience against liquidity shocks
  • Internal Liquidity Adequacy Assessment (ILAAP), Risks not included in LCR
  • Relationship with recovery and resolution frameworks, importance of liquidity constraints for the definition of “failing or likely to fail”

This course is targeted at EU Officials (ECB, SSM, SRB, ESRB, EBA, ESM), Senior Policy Officers of Prudential Supervisors/National Central Banks, In-house Legal Counsels, External Lawyers, Treasurers with Banks, Senior Legal Officers, Funding Strategists.

Click here for further information and registration

Oct
17
Wed
Macroprudential Policy Implementation in Europe @ EUI Premises, Florence
Oct 17 – Oct 19 all-day
Macroprudential Policy Implementation in Europe @ EUI Premises, Florence | Firenze | Toscana | Italy

Course Instructors: Senior staff members from the ESRB Secretariat and the ECB
Area: Financial Stability and Macroprudential policy
Level: Introductory/Intermediate

This course will focus on the following topics:

  • Macroprudential policy framework, objectives and instruments
  • Implementation challenges (e.g. calibration, cross-border effects, leakages, transmission)
  • The use of capital-based instruments (e.g. countercyclical capital buffer, structural buffers, risk weights)
  • The use of asset-based instruments, in particular for the real estate sector
  • The use of liquidity instruments (e.g. liquidity coverage requirements. net stable funding ratio, loan-to-deposit ratio)
  • Macroprudential policy beyond banking

This course is targeted at EBA, SSM, SRB, ESRB, EU officials, financial stability and research department of Central Banks, Ph.D. students, post-doc researchers; assistant professors; private sector economists.

Click here for further information and registration

Nov
5
Mon
Economic Forecasting for Banking @ EUI Premises, Florence
Nov 5 – Nov 7 all-day
Economic Forecasting for Banking @ EUI Premises, Florence | Firenze | Toscana | Italy

Course Instructor: Massimiliano Marcellino (Bocconi University and EUI)
Area: Statistical and Econometric Methods
Level: Introductory/Intermediate

This course will focus on the following topics:

  • The main macroeconomic drivers of banking performance
  • Modelling economic variables using linear regression models
  • Using linear regression models for point, interval and density forecasting
  • Forecasting in time of crisis: how to detect and handle parameter instability
  • Forecasting in an evolving context: introducing dynamics in the linear models
  • Forecast evaluation, comparison and combination

This course is targeted at EBA, ESRB, SSM, SRB, EU Institutions, Financial Stability officers, Economics Departments And Forecasting Departments of Central Banks, Ph.D. and Post-doctoral researchers, Research department officers of private banks.

Click here for further information and registration

Nov
21
Wed
Autumn School – The Law, Economics and Practice of EU Banking Resolution @ EUI Premises, Florence
Nov 21 – Nov 23 all-day
Autumn School - The Law, Economics and Practice of EU Banking Resolution @ EUI Premises, Florence | Firenze | Toscana | Italy

Course Directors: Stefano Cappiello (Single Resolution Board), Bart Joosen (VU University, Amsterdam)
Course Instructors: Stefano Cappiello (SRB), Andrea Federico (Oliver Wyman), Seraina Grünewald (University of Zürich), Bart Joosen (VU University), Emiliano Tornese (DG Fisma, EC), Tobias Tröger (Goethe University, Frankfurt)
Area: Bank Regulation, Supervision and Resolution
Level: Intermediate

Learning objectives:

  • Acquire the essentials of the new EU banking resolution regime – its rules and principles, actors and procedures
  • Understand and apply the key concepts of bank resolution (e.g. Resolution Tools, Resolution Objectives, Bail-In, No Creditor Worse Off in Liquidation, Minimum Requirements for Own
  • Funds and Eligible Liabilities, Total Loss Absorption Capacity)
  • Learn how to assess recovery plans in practice
  • Learn how to design and implement resolution plans in practice

This course is targeted at policy-makers and experts from European institutions and agencies, National Finance Ministries, National Central Banks, National Resolution Authorities; officials from Foreign Affairs Ministries; Private lawyers and private banking practitioners; PhD researchers and post-doc researchers.

Click here for further information and registration

Mar
4
Mon
Panel Data for Banking Sector Analysts @ EUI Premises, Florence
Mar 4 – Mar 6 all-day
  • Course dates: 4-6 March 2019
  • Place: EUI Premises, Florence
  • Course Instructor: Jeffrey Wooldridge (Michigan State University)
  • Area: Statistical and Econometric Methods
  • Level: Intermediate/Advanced
  • Target: EBA, ESRB, SSM, SRB, EU Institutions, Financial Stability officers, Economics Departments And Forecasting Departments of Central Banks, Ph.D. and Post-doctoral researchers, Research department officers of private banks.

Click here for further information and registration

Mar
18
Mon
Credit and the Macroeconomy: Leverage Cycles, Asset Prices and Crisis @ EUI Premises, Florence
Mar 18 – Mar 20 all-day
  • Course dates: 18-20 March 2019
  •  Place: EUI Premises, Florence
  •  Course Instructor: Moritz Schularick (University of Bonn)
  •  Area: Financial Stability and Macroprudential policy
  •  Level: Intermediate
  •  Target: EBA, SSM, SRB, ESRB, EU officials, financial stability and research department of Central Banks, Ph.D. students, post-doc researchers; assistant professors; private sector economists.

Click here for further information and registration

Apr
23
Tue
Sovereign Debt Risks @ EUI Premises, Florence
Apr 23 – Apr 24 all-day
  •  Course dates: 23-24 April 2019
  •  Place: EUI Premises, Florence
  •  Course Instructor: Mitu Gulati (Duke University)
  •  Area: Risk Management
  •  Level: Intermediate
  •  Target: 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
May
15
Wed
Empirical Methods in Banking and Policy Evaluation @ EUI Premises, Florence
May 15 – May 17 all-day
  •  Course dates: 15-17 May 2019
  •  Place: EUI Premises, Florence
  •  Course Instructor: Steven Ongena (University of Zurich)
  •  Area: Financial Stability and Macroprudential policy
  •  Level: Intermediate
  •  Target: Financial stability and research department of Central Banks; Ph.D. students in Economics, Banking or Econometrics; Private sector economists.

Click here for further information and registration