logo-euiFlorence School of Banking & Finance

Measuring and Managing Systemic Risk

When:
March 21, 2017 – March 23, 2017 all-day Europe/Rome Timezone
2017-03-21T00:00:00+01:00
2017-03-24T00:00:00+01:00
Where:
Cappella, Villa Schifanoia
Via Giovanni Boccaccio
121, 50133 Firenze
Italy
Contact:
FBF Secretariat
[+39] 055 4685739

Course Instructor: Gianni De Nicolò (International Monetary Fund and FBF)
Area: Risk Management
Level: Intermediate
Deadline for registrations: 7 March 2017

This course will focus on the following topics:

  • Value at Risk (VAR) and market based measures of systemic risk
  • Measures of systemic importance (COVAR, Network analysis)
  • Identification of Systemically Important Financial Institutions (SIFIs)
  • Contagion and network externalities

This course is targeted at financial stability and research department of Central Banks, Ph.D. students, private sector economists, EU officials. Participants are expected to hold a BA (or equivalent) in Economics and to have a basic understanding of statistics and econometrics.

Click here for further information and registration