CBP Network Analytics Training

The recognition that financial systems can be usefully understood as a complex web of dynamic relations between financial institutions and markets is changing the way central bankers and supervisors work. The key to this new way thinking is network theory. To this end, Central Banking Publications and Kimmo Soramäki have designed this two-day training course to provide practitioners with the latest developments and good practice methods to utilise network theory and analytics.

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Network Analytics

Managing Interconnectedness
and Systemic Risk

 

New York     London

The recognition that financial systems can be usefully understood as a complex web of dynamic relations between financial institutions and markets is changing the way central bankers and supervisors work. The key to this new way thinking is network theory.

To this end, Central Banking Publications and Kimmo Soramäki have designed this two-day training course to provide practitioners with the latest developments and good practice methods to utilise network theory and analytics.

Learning outcomes and practical applications

By the end of the training, participants will have gained new knowledge and a more comprehensive understanding of:

  • Assessing the impact of macro-shocks on capital markets with correlation analytics 
  • Mapping and visualing of balance sheet interconnections; their use in forecasting
  • Montoring of interbank interconnections through exposure networks 
  • Identification of systemically important banks and risk build-up
  • The use of payment data to monitor liquidity and solvency of banks 
  • Mapping the impact of systemic risk on conglomerates
  • Visualsing market structures in relation to asset ownership networks
  • Extensions to use in cybersecurity and AML/Fraud