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 Africa-focused Hands-on Modeling Workshop

We would like to thank all participants for their contributions as well as great company!

Format

  • Lectures combined with hands-on simulation exercises

Content

  • Current issues in model-based macroprudential policy analysis
  • Central principles of macroprudential modeling - nonlinearity, assymetry, stock-flow consistency
  • Introduction GIMM macroprudential modeling framework: equations, transimission mechanisms, key features
  • Generating top-down stress-testing scenarios based on external scenario inputs
  • Generating and analyzing financial cycles
  • Representing climate-related risks as scenarios in the model
  • Implementation of macroprudential policies in the model
  • Role of macroprudential policies in smoothing financial cycles

When, where

Dates: July 17-20, 2023

Place: Kigali, Rwanda