logo-euiFlorence School of Banking & Finance

Bank Regulation and Systemic Risk

Registration deadline: 22 September 2017

  • General description

    This course presents the concepts, principles and models underlying prudential regulation of banks and studies how they have to be modified to deal with systemic risk and contagion. It discusses the use of lenders of last resort as a way to reduce systemic risks, contagion and transmission of balance sheet imbalances and other measures for bank resolution that shield the banking system from generalized crises and runs. The course will feature lectures and applications to real life situations.

  • Topics covered

    • 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
  • Meet the instructor

    Jean-Charles Rochet is SFI Professor of Banking in the Banking and Finance Institute at Zürich University. He has also taught in Paris, London,(B.P. visiting professor, London School of Economics, 2001-02), and Toulouse (1988-2011).

    Rochet has visited many universities and central banks all over the world. He is a Fellow of the Econometric Society since 1995 and has been elected Vice President for 2011 and President in 2012). He has also been council member of European Economic Association, and associate editor of Econometrica. He has written more than 60 articles in international scientific journals and 7 books , including Microeconomics of Banking (with X. Freixas, MIT Press), When Insurers Go Bust (with G. Plantini, Princeton UP), Why are there so Many banking Crises? (Princeton UP) and Risk Management in Turbulent Times (with G.Beneplanc, Oxford UP). His research interests include financial stability, payments economics, industrial organization of financial markets, risk management, contract theory, and solvency regulations for financial institutions.

  • How the course will work

    Total course length: between 15 and 18 hours.

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

  • Prerequisites

    Participants are expected to have a background in economics, prior knowledge of basic banking and finance models and understanding of dynamic optimization and of basic simulation techniques.

  • Fees

    1500 € – Public Authorities (e.g. National Competent Authorities, Central Banks) and European Institutions*

    2000€ – Private Sector*

    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 institution or private company, a reduced fee is applied for each of them (€ 1000 public sector and 1300 € private sector), under the following conditions:
    • 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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  • Course material

    Registered participants can access the reading materials on this page, using the password provided by the course secretariat.