Inaugural Workshop
Consistency in financial stability analysis nd macroprudential policy making
The GIMM helds its inaugural workshop to mark the start of our public activities. The inaugural workshop featured a lineup of keynote speakers and guest lecturers from around the globe, mostly practitioners from central banks delivering presentations on current topics, with the common thread of the importance of (macro) consistency in financial stability analysis and macroprudential policy making. The lectures were complemented by a series of practical demonstrations of modeling related issues within an applied macroprudential modeling framework.
Dates: April 25 to April 29, 2022
Program
Monday, April 25 Complete Recording
| Content | Speakers | Links |
|---|---|---|
| Introduction: | Jaromír Beneš & Tomáš Motl (GIMM) | Recording |
| Corporate governance of financial stability | Zdeněk Tůma, CSOB (former Governor of the Czech National Bank) | Recording Slides |
| Presentation of GIMM modeling framework | Jaromír Beneš, Tomáš Motl, GIMM | Recording Slides |
| Model-based simulation: simple deleveraging | Jaromír Beneš, Tomáš Motl, GIMM | Recording Slides Code |
Tuesday, April 26 Complete Recording
| Content | Speakers | Links |
|---|---|---|
| Keynote speech: How does international capital flow? | Michael Kumhof, Bank of England Research Hub | Recording Slides |
| Guest speaker: Interactions of monetary and macroprudential policies | Alejandro van der Ghote, European Central Bank | Recording Slides |
| Model-based simulation: Varying costs of macroprudential policies | Jaromír Beneš & Tomáš Motl, GIMM | Recording Code |
Wednesday, April 27 Complete Recording
| Content | Speakers | Links |
|---|---|---|
| Guest speaker: Sovereign debt and sovereign risk | Daragh Clancy, Central Bank of Ireland | Recording Slides |
| Model-based simulation: Boom-and-bust scenario with active macroprudential policy | Jaromír Beneš & Tomáš Motl, GIMM | Recording Slides Code |
Thursday, April 28 Complete Recording
| Content | Speakers | Links |
|---|---|---|
| Guest speaker: Borrower-level measures for household credit in Georgia | David Utiashvili, National Bank of Georgia | Recording Slides |
| Guest speaker: Macroprudential policy frameworks in Ukraine | Pervin Dadashova, National Bank of Ukraine | Recording Slides |
| Special features of macroprudential modeling | Jaromír Beneš & Tomáš Motl, GIMM | Recording Slides |
Friday, April 29 Complete Recording
| Content | Speakers | Links |
|---|---|---|
| Delta method for scenario building with examples | Jaromír Beneš & Tomáš Motl, GIMM | Recording Slides Code |
| Modeling macroprudential policies: DSTI limits | Jaromír Beneš & Tomáš Motl, GIMM | Recording Code |
| Reverse stress-testing, application to EBA stress tests | Jaromír Beneš & Tomáš Motl, GIMM | Recording Slides Code |