Program 2010 - Joint Vienna Institute

28 | Course Descriptions
Date |
December 6 – 17, 2010
(IMF Course No. JV10.27)
Sponsor |
International Monetary Fund
Attendance |
By invitation only; prerequisites are
specified in invitation letters.
Language |
The course is conducted in English
with simultaneous interpretation
into Russian.
Financial Soundness Indicators (FSI)
Target group | Officials at central banks and supervisory
agencies for the financial sector who are involved in the collection,
compilation, and analysis of financial soundness indicators.
description | This two-week course, presented by the IMF’s
Statistics Department, covers concepts and definitions, data sources,
and techniques for the compilation of Financial Soundness Indicators
(FSIs) that serve to support macro-prudential analysis. It covers
the fundamental aspects of the methodology for the construction
of FSIs (such as coverage, aggregation, consolidation, valuation) as
contained in the Financial Soundness Indicators Compilation Guide,
including its 2007 amendments. It introduces the new FSI Template
for use in the regular reporting of FSI data and metadata to the IMF
and provides guidance in accessing and using the IMF’s database
for FSI data and metadata. The course also provides information
on the use of FSIs in financial sector surveillance. The topics are
covered through lectures and workshops (hands-on exercises on the
compilation of FSIs).
Date |
March 8 – 11, 2010
Sponsor |
Oesterreichische Nationalbank
Attendance |
By invitation only; please address
inquiries to Ms. Romana Lehner
romana.lehner@oenb.at
Language |
The course is conducted in English only.
Financial Stability Stress Testing for
Banking Systems: An Introduction (STB)
Target group | Experts and mid-level officials from central
banks and other supervisory authorities in charge of financial
stability assessment and stress testing of financial systems from
Central, Eastern and Southeastern Europe (CESEE), as well as
the Commonwealth of Independent States (CIS). Participants are
expected to have some familiarity with basic techniques in statistics
and probability. It is essential that participants be proficient in the
use of spreadsheets.
description | This four-day course, presented by Oesterreichische
Nationalbank (OeNB) representatives and invited guest speakers
working in the area of financial stability stress testing, addresses
issues related to the development of stress tests from a central bank
(or other supervisory authority) perspective. To this end, it develops
the main ideas and techniques of financial stability stress testing that
are part of the toolkit of policymakers and supervisors. The course