Course Highlights
- Applications of network analytics at central banks, supervisors, financial market infrastructures and beyond
- Stress testing of financial systems and markets through dynamic scenario generation
- Monitoring of network, node and time series; trend analysis; outlier detection; filtering of data; visualisation of systemic risk escalation
- Development of early warning signals through a systematic view of financial markets
- Combining network theory and agent-based modelling to understand and visualise liquidity dynamics and operational risks
- Hands-on use of digital dashboards and data sets
- Network-based methods for detecting Financial Crime
Read more: https://events.centralbanking.com/big-data-washington