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Workshop on Extending Macroprudential Models with Additional Blocks

Download workshop leaflet.

Register by email at info@gimm.institute.

Format

  • Lectures accompanied by hands-on simulation exercises

Content

Macroprudential models are often extended to include additional blocks that allow for richer descriptions of the financial sector and a wider set of scenarios. The workshop will present several such extensions developed and implemented in recent years. We will discuss the costs and benefits of including these blocks, as well as practical implementation challenges.

The workshop will also cover the core of the GIMM macroprudential modeling framework, alongside the fundamental technical background and key methods used to run the model. Further, we will present recent enhancements in user interface development, reporting tools, and other quality-of-life improvements to our codebase.

The workshop will be based on the in-house GIMM modeling framework implemented in Python.

Target audience

This workshop is ideal for experts working in macroeconomic modeling, macroprudential modeling, or financial stability analysis. Policymakers interested in current issues surrounding model-based, top-down macroprudential analysis and policy calibration will also benefit. Prior knowledge of macroeconomic or macroprudential modeling is not required.

Benefits

Participants will learn about theoretical and practical aspects of constructing macroprudential models, focusing on model features that are important for use in policy institutions.

Participants will receive the following:

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

Participation fee

Participants from Workshop fee per person
GIMM member institutions free
Low-income countries USD 900
Lower-middle-income countries USD 1,000
Upper-middle-income countries USD 1,100
High-income countries USD 1,200

When, where

Dates: December 9-11, 2026, 3 day event

Place: Prague, Czech Republic