Network Analytics Big Data & Machine Learning in RegTech/SupTech
Two-day training course to provide practitioners with the latest developments and good practice methods to utilise network theory and analytics.
In order to enable practitioners to contextualise their experience and make the most of the FinTech & RegTech Global Supervisory Summit, Central Banking will run intensive, practical and focused training on the key drivers of technological disruption in finance.
Taking place immediately before the Central Banking FinTech & RegTech Global Supervisory Summit, Central Banking 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 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, supervisors and private financial institutions work. The key to this new way thinking is network theory.
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.
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
- Monitoring 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
- Visualising market structures in relation to asset ownership networks
- Extensions to use in cybersecurity and AML/Fraud
Who Should Attend?
Aimed at representatives of both official and private sector institutions who are looking to update their knowledge on systemic risk oversight and management. However, CBP and Risk welcome anyone to whom the training would be of benefit.
Specific job areas may include but are not limited to:
- Economic Research and Analysis
- Statistics and Data Management
- Financial Stability and Macro-Prudential
- Payment Systems and Settlements, FMI Oversight
- Risk Assessment
- Information Technology
- Financial Supervisors and Regulators
- Financial Market Infrastructures, CCPs
- Payment Providers
This training course is accredited by Continuing Professional Development (CPD)
Earn up to 13 CPD Accreditation points and receive a certificate when attending Network Analytics: Managing Interconnectedness & Systemic Risk
For more information, please do not hesitate to contact us.