VI Course on Financial Stability Curso

Session 1: Introduction 

• Course opening
• Introduction to financial stability analysis: definition and metrics
• Foundations of macroprudential regulation I
• Foundations of macroprudential regulation II

Session 2: Empirical methods for financial stability analysis

• Financial network analysis: applications for financial stability
• Panel data analysis in financial stability using microdata
• Hands-on exercise on financial stability analysis

Session 3: Financial stability and non-bank financial institutions

• Introduction to non-bank financial institutions (NBFI)
• Regulatory frameworks for non-bank financial sector
• Monitoring risks in the shadow banking sector

Session 4: Financial stability monitoring, Growth-at-Risk (GaR) models, and stress testing

• Financial stability monitoring
• Introduction to Growth-at-Risk models
• Applications and experiences from stress testing at Banco de España

Session 5: Cyber and environmental threats to financial stability

• Understanding cyber risks and financial stability
• Financial stability implications of climate and environmental risks

Closing remarks

The overview of different theoretical models and methodological applications to analyze key financial stability issues

Aimed at mid-level technical officials and researchers of CEMLA member central banks and collaborating institutions, with experience in financial stability or related areas.