Calendar
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.
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.
Course Directors: Stefano Cappiello (FBF), Bart Joosen (VU University, Amsterdam)
Course Instructors: Eleni Angelopoulou (ECB), Stefano Cappiello (FBF), 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.
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.
- 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.
Course dates: 1-3 April 2019
Place: EUI Premises, Florence
Course Instructors: Andrea Resti (Bocconi University), Senior experts from the public and private sector
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
Course dates: 8-10 April 2019
Place: EUI Premises, Florence
Course Instructors: Til Schuermann (Oliver Wyman), Mario Quagliariello (EBA), Senior Experts from the public and private sector
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
Course dates: 23-24 April 2019
Place: EUI Premises, Florence
Course Instructors: Lee Buchheit (Cleary Gottlieb Steen & Hamilton LLP), Mitu Gulati (Duke University), Jeromin Zettelmeyer (Peterson Institute of International Economics)
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
Course dates: 15-17 May 2019
Place: EUI Premises, Florence
Course Instructor: Steven Ongena (University of Zurich)
Area: Statistical and Econometric Methods
Level: Intermediate
Target: Financial stability and research department of Central Banks; Ph.D. students in Economics, Banking or Econometrics; Private sector economists.
Course dates: 20-22 May 2019
Place: EUI Premises, Florence
Course director: Thorsten Koeppl (Queen’s University)
Area: Risk Management
Level: Intermediate
Target: Financial stability and research department of Central Banks; Ph.D. students in Economics, Banking or Econometrics; Private sector economists.