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 GIMM 2025 Africa Workshop on Macroprudential Modeling

Format

  • Lectures combined with hands-on simulation exercises

Content

  • General principles of macroprudential analysis using structural models, inherent difficulties, practical issues
  • Introduction to a practical macroprudential modeling:: basic overview, model blocks, key principles, use cases
  • Modeling macroprudential policies (capital-based policies, credit caps, LTVs,DSTIs), estimating costs and benefits of macroprudential policies
  • Role of macroprudential policy in smoothing financial cycle
  • Climate-related risks: classification, modeling, available resources
  • Data-based simulations: linking the model to data, top-down stress tests
  • Climate-related risk scenarios

Benefits

Participants received the following:

  • Complete modeling framework - equations, documentation, understanding of key transmission channels
  • Commented codes - model files, simulation files, data files, reporting files
  • Presentations

When, where

Dates: To be announced

Place: To be announced

Charge To be announced, we are negotiating with a sponsor to make the participation free of charge