The objective of the Systemic Risk and Prudential Policy course is to present state of the frontier research on systemic risk and to illustrate its implications for micro and macro-prudential regulation as well as monetary and competition policy.
The course covers the main models of systemic risk proposed in the literature and the quantitative techniques for the measurement and prediction of systemic risk.
The course provides a critical summary of the prudential regulation initiatives for systemic risk, highlighting the limitations of current prudential policy, the potential of the new macroprudential approach, and the costs and benefits of the proposed policy measures.
Additionally, the course examines the rise of shadow banks, the role of banks as providers of liquidity insurance, and the interaction between securitization and systemic risk.
- Filippo Ippolito (UPF and Barcelona GSE), course director
- Christian Brownlees (UPF and Barcelona GSE)
- Xavier Freixas (UPF and Barcelona GSE)
- José García-Montalvo (ICREA-UPF and Barcelona GSE)
- José-Luis Peydró (ICREA-UPF and Barcelona GSE)
- Victoria Vanasco (Stanford University)
- Learn what is a systemic risk and how to measure it in practice
- Learn what are the regulatory policy implications of systemic risk
- Learn about key micro and macroprudential policies
- Learn how to measure CoVaR and SRISK
- Learn about the role of interbank and syndicated loan markets
The course is addressed to:
- Central bankers
- Professionals at government agencies and regulatory bodies
- Investment and commercial bankers
- Asset managers
Early-bird Registration and Payment (until Oct 15)
- Regular Fee: €1960
- Reduced Fee (for current students and alumni of Barcelona GSE Master's programs): €1190
Fee (until Nov 7)
- Regular Fee: €2800
- Reduced Fee (for current students and alumni of Barcelona GSE Master's programs): €1700
NOTE: Early-bird registration fee will only be applied if payment is received before October 15. After October 15, regular fee will be applied.
Group discounts available. Special discounts are not cumulative.
All cancelations must be received in advance by email. Participants wishing to withdraw from the course will have their tuition fees totally or partially refunded according to the following policies:
- Before Oct 15: Full refund, except for 200 € to cover administration and admissions expenses
- Oct 15 - Nov 7: 50% of the registration fee charged
- On or after Nov 7: No refund
All refunds will be processed after the course and confirmed by email.
The Barcelona GSE reserves the right to cancel the course if the minimum number of participants is not met.
Please note that participation fees do not include accommodation expenses. Participants must make their own accommodation arrangements. Information and accommodation options are available on the accommodations page.
This school offers programs in:
Последен пат ажурирани August 6, 2018