Macro-Stress Testing II Advanced (MST-A)
Presented by the IMF Monetary and Capital Markets Department, this advanced course addresses recent advances in stress testing for banks and some nonbank financial intermediation. It allows participants to master new tools designed or adopted by MCM for macroprudential stress testing and systemic risk assessment.
The course also delves into cutting-edge topics in stress testing, encompassing the feedback loops between the real economy and financial sectors, systemwide risk analysis, the implications of climate change, and other emerging risks. Moreover, the program features guest speakers from the industry, who bring their expertise to illuminate specific areas of interest.
This course offers a comprehensive examination of the principles, methodologies, and best practices underpinning ...
Target Audience
Aimed at mid-level to senior officials engaged in financial supervision or stability in central banks or supervisory authorities.
Qualifications
Participants should have hands-on experience with stress testing, Basel regulations, financial stability analysis, and preferably some quantitative modeling skills. Completion of the Standard Macro-Stress Testing Course (MST-I) or an equivalent introductory course is highly recommended. |
Course Objectives
Upon completion, participants should be able to:
- Identify key sources of financial stability risks and understand how stress tests can be used for assessing such risks.
- Grasp the principles of developing macro-financial stress scenarios.
- Learn to use quantitative models for converting macroeconomic scenarios into entity specific financial variables and parameters.
- Evaluate the resilience of financial entities and systems under solvency and liquidity stress.
- Learn to develop models that are capturing second round effects or interactions between different risk types.
- Comprehend advanced quantitative models used in the industry for stress testing and discuss their integration into existing frameworks.
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Apply online by August 26, 2024
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Apply online by August 26, 2024
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Apply online by August 26, 2024
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Apply online by August 27, 2024
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English | November 4-8, 2024 | In-person Training | Singapore, Singapore
Apply online by August 30, 2024