logo-euiFlorence School of Banking & Finance

Financial Stability and Regulation: Basic Concepts and Applications

Registration Deadline: 29 January 2018

  • General description

    This course offers an overview of bank risks and banking stability, linking sources of risk to the macroeconomic and financial environment of a country. It will focus on analysis and interpretation of micro and macro bank data useful for policy analysis using extensive country case studies.

    The sessions will explain how to understanding bank vulnerabilities by analyzing measures of financial risks, financial soundness indicators, stress testing methodologies, and will overview key elements of the current bank regulatory framework.

  • Topics covered

    • Key measures of bank risks
    • Individual and aggregate financial soundness indicators of banking system market, credit, and liquidity risks
    • Design and interpretation of bank stress tests and their role in managing and mitigating risk exposures
    • The bank regulatory framework with respect to capital and liquidity

  • What you will learn

    At the end of this course, which is open to non-economists, you will have acquired:

    • An understanding of the key sources of risks in the banking system, their measurement, and the rationale and practice of key bank regulations.
    • Practical skills in assessing banking system stability to be used in policy analysis

  • How the course will work

    Total course length: between 12 and 15 hours.

    The course will be organized in 3-hours long units, one in the morning, and one in the afternoon. Each unit will include a lecture covering the relevant topic and a workshop based on case studies.

    A certificate of attendance will be provided to all participants after the course.

  • Meet the instructor

    Gianni De Nicolò is Programme Associate at the Florence School of Banking and Finance. He is currently working in the IMF Institute for Capacity Development, delivering courses in Macroeconomics, Econometrics, Finance and Banking for government officials. Previously, he worked for seven years in the IMF Research Department, and four years in the IMF Monetary and Capital Markets Department. Before joining the IMF, he was Lecturer at the University of Rome I, Assistant Professor at Brandeis University, and Economist in the Division of International Finance at the Board of Governors of the Federal Reserve System. He received his Ph.D. in Economics from the University of Minnesota. His research includes theoretical models of banking with empirical applications, banking regulation, and macroeconomic and financial modeling of systemic risks.

  • Prerequisites

    Degree in Social Sciences. Although basic knowledge on micro/macro economic theory and statistics is recommended, the course is suitable for non-economists.

    Participants are expected to bring their own laptop with Microsoft Excel installed.

  • Fees

    1750€ – Public Authorities (e.g. National Competent Authorities, Central Banks) and European Institutions*

    2250€ – Private Sector

    1000€ – Research assistants or Associate Professors

    850€ – Students (with certificate of studies)

    The course fee covers coffee and lunch breaks. Travel and hotel costs are not included.

    * In case of registration of 3 participants from the same public body, the course fee is waived for one of them. To benefit from the deal:

    • the names of the 3 participants have to be communicated to fbf@eui.eu before registering
    • the names of other registered people from the same institution cannot be communicated. It is upon your responsibility to get in touch with your HR division
    • a single debit note will be issued for the 3 participants followed by one payment


    • In case a course is cancelled, registered participants will receive the full refund.
    • In case a course is moved to another date, registered participants may request a voucher to attend another FBF course.
    • Registered participants who cancel their participation will receive a voucher to attend another FBF course.

    For more details, please contact fbf@eui.eu
  • Practical information


    Recommended hotels:
    Hotel Villa La Stella (20 min walking distance from EUI )
    Hotel Cellai
    Hotel Palazzo Ricasoli
    Hotel de la Pace
    Hotel Athenaeum


    On arrival, participants will be provided with temporary wi-fi access for the whole duration of the course.

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    The personal information you have provided will be processed in compliance with the EUI Privacy Statement for conferences.
    For general queries: fbf@eui.eu

  • Course material

    Registered participants can access the course material using the password provided by the FBF secretariat.