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NiGEM Workshop: Introducing Macro-Pru into NiGEM

Event date
Thursday, 16 June, 2022
Event time
14:00 to 15:00
Event Type
Virtual Event
Category
NiGEM Training Workshop
Virtual Event Virtual Event
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This NiGEM training workshop, which is open to all subscribers of NiGEM, guides users to introducing a systemic risk index ( based on paper by Barrell et al. (2010)) into NIGEM. Macroprudential considerations are introduced into NiGEM via loan to value ratios and capital adequacy requirements. Users are able to trigger macroprudential policy directly or enable policy to be triggered endogenously as the systemic risk index reaches critical levels. These critical levels can be set by the user and can vary between countries.