Overview
TRAININGS AND WORKSHOPS
Instructor
FAQs
Documents
Overview
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TRAININGS AND WORKSHOPS
- Basel III and Macroprudential Surveillance – Training Material 2022
- Training Material – Banking Interconnectedness 2022
- Training Material – Macro and Micro Stress Testing 2022
- APPLICATION OF VECTOR AUTO REGRESSIONS (VAR), STRUCTURAL VAR (SVAR) AND VECTOR ERROR CORRECTION MODELS (VECM)
- FinAccess Survey Using STATA
- Banking system interconnectedness and Systemic risk using network analysis
- International Financial Reporting Standards 9 (IFRS 9) and Review of ICAAP
- Macro and Micro Stress Testing
- Panel Data Analysis of Multinomial Models
- Basel III
- Banking System Interconnectedness
- Early Warning Models
- Modeling Expected Credit Losses
- On Site and Off Site Review of Credit Risk
- Transmission Mechanism of Macroprudential Shocks
- Macroprudential Training 2015
- Macroprudential Training 2014
- Modelling and Forecasting Volatility in Financial Markets with Particular emphasis on Multivariate Framework. 14th – 18th March 2016. Nairobi, Kenya.
- Early Warning System (EWS) Models for bank Supervisors and Financial Stability Practitioners. 16th – 20th May 2016. Nairobi, Kenya.
- Basel III and Macroprudential Surveillance. 11-15th July 2016. Nairobi, Kenya
Instructor
Dr. Lucas Njoroge
FAQs
Dr
Documents
- Guidelines for Forward looking Financial Stability reports
- Guidelines to Macroprudential Analysis
- Shields Manual on Financial Stability – By Gift Chirozva
- Introduction to COMESA Financial Stability Assessment Framework
- Macrofinancial linkages, Transmission Channels & and their Implications on Financial Stability