About the Event

About the Event

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 to:

• Identify points of systemic risk
• Analyse risk exposures
• Understand interconnectedness
• Stress-test systems and players

The first day of the course covers the building blocks and essential elements used in analysis: scenario generation and monitoring of risk exposure networks; visualisation of dynamics of market correlations; development of advanced stress testing procedures. The second pivots towards the practical with sessions detailing applications of techniques in: payment analytics through network theory and agent-based modelling; design and oversight of financial market infrastructures; detection and investigation of financial and cyber-crime.

Throughout the course, each session features interactive hand-on exercises that will enable delegates to apply their newly acquired skills to real-life market scenarios, and conduct analysis of data via digital dashboards provided by the tutor.