This seminar aims to present methodologies used by the Banque de France and the Autorité de Contrôle Prudentiel et de Résolution (ACPR) to develop and implement stress tests. Experts from the Financial Stability Department will present the macro-prudential stress test models developed by the Banque de France and their use for the calibration of the countercyclical buffer. ACPR representatives will present the top-down stress tests applied to French banks.
Dates : 14-16 December
Apply before : 11 October
Language: English (with video replays in English and French)
Contact: Hedi JEDDI
The seminar will cover the following topics:
This seminar is intended for experts working in departments in charge of financial stability, banking control, economic and financial studies.
Mis à jour le : 04/11/2020 18:35