logo-eui RSCAS

Early Warning Systems

When:
September 7, 2017 – September 8, 2017 all-day Europe/Rome Timezone
2017-09-07T00:00:00+02:00
2017-09-09T00:00:00+02:00
Where:
House of Finance, Goethe University
⛉ Theodor-w-Adorno-pl. 3
60323 Frankfurt am Main
Germany
Contact:
FBF Secretariat
[+39] 055 4685739

Course Instructors: Gianni De Nicolò (FBF and IMF), Fabio Canova (FBF and BI Norwegian Business School), Manfred Kremer (ECB)
Area: Financial Stability and Regulation
Level: Intermediate/Advanced

This course will focus on the following topics:

  • Introduction to tail risk measures; VaR and CoVaR
  • Expected Systemic shortfall (SES) and other risk measures
  • Logit and Receiving operation characteristic (ROC) models
  • Networks, connectedness, and risk interdependences

This course is targeted at Financial stability and research department of Central Banks, Ph.D. students, Research department of private banks, and EU officials. Participants are expected to have a degree in Economics and to be proficient in mathematics, statistics and macro-modelling.

Click here for further information and registration