logo-eui RSCAS

Bank Regulation and Systemic Risk

When:
October 9, 2017 – October 11, 2017 all-day Europe/Rome Timezone
2017-10-09T00:00:00+02:00
2017-10-12T00:00:00+02:00
Where:
Villa Schifanoia
Via Giovanni Boccaccio
121, 50133 Firenze
Italy
Contact:
FBF Secretariat
[+39] 055 4685739

Course Instructor: Jean Charles Rochet (University of Zurich)
Area: Financial Stability and Regulation
Level: Intermediate/Advanced

This course will focus on the following topics:

  • The objectives of prudential regulations
  • Capital regulation for banks: static and dynamic models
  • Bank runs and the Lender of Last Resort
  • Systemic risk and contagion
  • Bank resolution and Total Loss Absorbing Capacity

This course is targeted at Financial stability and research department of Central Banks, Ph.D. students, Research departments of private banks, and EU officials. Participants are expected to be familiar with basic banking and finance models and to have some understanding of dynamic optimization and of basic simulation techniques.

Click here for further information and registration