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Conference Systemic Risk Measurement
  • DATE:
    June 7–8, 2018, Madrid, Spain.
  • Deadline registration date:
    April 23, 2018
  • CO-SPONSORS:
    CEMLA, European Central Bank and Banco de España.
  • CONTENT:
    1) Types of risks: credit, market, interest rate, liquidity, and funding; macro-financial linkages; procyclicality and systemic risk, measuring Systemic Interdependence. 2) Liquidity and systemic risk, market liquidity, funding liquidity, systemic risk externalities. 3) Risk topology. 4) Credit procyclicality. 5) Network measures. 6) Measures based on balance sheets and market data. 7) Measuring the financial systems vulnerability to shocks: Macro-Stress testing, assess macro-financial linkages (e.g., the impact of business cycles on banks’ soundness), including the links between the financial sector, the government, and the real economy. contagion, sovereign risk, currency mismatches, private sector indebtedness, non-traditional financing and other vulnerabilities in the balance sheets of central banks of the region. 8) tracking the buildup of systemic risk and vulnerabilities associated with credit, real estate prices, leverage, balance sheet mismatches, and interconnectedness, early warning systems. 9) Roundtable on implementing macroprudential policies: An overview and recent country experiences.
  • Objective:
    Provide participants with a forum to exchange views on European and Latin American experiences in the design assessment and monitoring of systemic risk measurement and modelling.
  • AIMED AT:
    Managers and senior technical experts involved in the design, assessment and monitoring of systemic risk measurement and modelling.
  • LANGUAGE:
    English with simultaneous translation into Spanish
  • COORDINATORs:
    Dr. Oscar Carvallo
    Investigador sénior
    Email: ocarvallo@cemla.org
    Phone: +52 (55) 5061 6639

    Mtro. Julio Minchala
    Asistente de investigación
    Email: jminchala@cemla.org
    Phone: +52 (55) 5061-6633

     

 

 

 

 

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