8 - 10 March 2017 / Florence, Italy (EUI Premises) / Florence School of Banking and Finance (Robert Schuman Centre for Advanced Studies, European University Institute)

Course instructor: Enrique G. Mendoza (University of Pennsylvania)
Area: Financial Stability and Regulation
Level: Intermediate/Advanced

Course topics:
- A primer on financial markets modeling in open economy models and fundamentals of macro models of financial crises
- Stylized facts of credit booms and Sudden Stops
- Collateral constraints and the case for Macroprudential policy
- Quantifying the effectiveness of optimal v. simple financial policy rules in Sudden Stop models
- Time-inconsistency in the conduct of macropudential policy
- The interaction between monetary and financial policies (Tinbergen’s rule and the need for coordination)

This course is targeted at financial stability and research departments of Central Banks, Ph.D. students, research departments of private banks, and EU Officials (e.g. ECB, SSM, SRB). Participants are expected to have a degree in Economics and to be proficient in mathematics, statistics and macro-modeling.

21 - 23 March 2017 / Florence, Italy (EUI Premises) / Florence School of Banking and Finance (Robert Schuman Centre for Advanced Studies, European University Institute)

Deadline for registration: 7 March 2017

This training course held by Gianni de Nicolò (IMF and FBF) will provide participants with the current status of research on systemic risk, the foundations of current methodologies and their implications in terms of surveillance and supervision.

The course will cover the following topics:
- Value at Risk (VAR) and market based measures of systemic risk
- Measures of systemic importance (COVAR, Network analysis)
- Identification of Systemically Important Financial Institutions (SIFIs)
- Contagion and network externalities

The course is targeted, among others, at professionals in Financial stability and research departments of Central Banks, Ph.D. students, private sector economists, and EU officials.
Course participants are expected to hold a BA (or equivalent) in Economics and to have a basic understanding of statistics and econometrics.

5 - 7 April 2017 / Florence, Italy (EUI Premises) / Florence School of Banking and Finance (Robert Schuman Centre for Advanced Studies, European University Institute)

Deadline for registration: 22 March 2017

This training course held by Refet Gürkaynak (Bilkent University) will focus on learning about macroeconomic conditions and outcomes by studying financial markets through event studies.

The course will cover the following topics:
- Linkages between financial asset prices and macroeconomic fundamentals; extraction of information on the macroeconomic state from the observed asset prices
- Yield curves and their information content, macroeconomic news and surveys
- High frequency event studies (Ordinary Least Squares and Heteroskedasticity-based identification)

The course is targeted, among others, at central bankers, financial market participants and analysts, financial regulators, and Ph.D. students with interest in macroeconomics and finance.
The course requires a basic understanding of statistics, at the level of ordinary least squares regressions and implementation in statistical software.

19 - 20 April 2017 / Florence, Italy (EUI Premises) / Florence School of Banking and Finance (Robert Schuman Centre for Advanced Studies, European University Institute)

Deadline for registration: 29 March 2017

This training course held by Steven Ongena (University of Zurich) will present the relevant research methodologies used in empirical banking, with a special emphasis on intertemporal (e.g., duration analysis and event study) and cross-sectional methods (e.g., matching).

The course will cover the following topics:
- Overview: Current empirical methods to evaluate regulatory policies
- Techniques: Heteroskedastic Modelling, Duration Analysis and Applications, Matching, Difference-in-Difference, Event Studies and Applications, Elements of an Identification Strategy.

The course is targeted, among others, at financial stability and research departments of Central Banks, Ph.D. students in Economics, Banking or Econometrics, and economists working in the private sector. An intermediate level in micro and macroeconomics, as well as in applied econometrics, is required to follow this course.

19 June - 7 July 2017 / Paris, France / Paris School of Economics

The PSE Summer School offers research-oriented teaching by leading experts in their fields. These started in 2016 with four topics that brought together over a hundred participants from all over the world.
In 2017, during 3 weeks, from June 19th to July 7th, the 2017 PSE Summer School will propose ten programs. It will take place in Paris.

16 July - 4 August 2017 / London / University of Warwick in collaboration with St Mary's University

The University of Warwick in collaboration with St Mary’s is launching its next Warwick Summer School, a three week programme which will run from July 16 – August 4 2017. The Summer School will be delivered in London from the St Mary’s University campus. The Summer School will be taught by world leading academics including Professors Ken Binmore and Abhinay Muthoo.

To apply or for further details go to our website:http://www2.warwick.ac.uk/about/london/study/warwick-summer-school/

Events