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8th SEACEN-CCBS/ BOE Course on Extracting Information from Financial Markets for Monetary Policy Making

Venue :Mongolia
Host Name :Bank of Mongolia
Date From :14 Jun 2015
Date To :19 Jun 2015

Descriptions

The SEACEN-CCBS/BOE Course on Extracting Information from Financial Markets for Monetary Policy Making will introduce method used to obtain information from financial markets that can be used as input into the formation of monetary policy. 

 
Target Group: Central bank staff whose jobs involve assessing financial market conditions as inputs into the formulation of monetary policy and financial stability assessments. Participants are expected to have good quantitative skills, a basic understanding of financial modelling,  and proficiency in the use of computer programs.

Objective

Using theoretical asset pricing relationships as a foundation, the course will introduce participants to formal empirical methods developed to extract information from financial market data. The course will also cover methods of gathering market intelligence through personal interactions with market participants. 

 

 
At the end of the Course participants will be able to:

 

  • (i) Describe the types of information which can be obtained from financial markets and used in the formulation of monetary policy;
  • (ii) Build yield curves and interpret the reasons for changes in their level and slope;
  • (iii) Extract information about Inflationary expectations from financial market instrument;
  • (iv) Extract information about volatility in financial market from derivative instruments;
  • (v) Implement models designed to detect bubbles in the real estate markets; and
  • (vi) Implement best-practice methods to gather market intelligence.

Resource Person

The faculty of resource persons comprises experts, policy makers and practitioners from the Centre for Central Banking Studies (CCBS), Bank of England; international and regional financial institutions; and SEACEN member central banks

 

 

The South East Asian Central Banks (SEACEN)Research and Training Centre (80416-M)

 

Contact Us

Level 5, Sasana Kijang
Bank Negara Malaysia
2 Jalan Dato' Onn
50480 Kuala Lumpur, Malaysia

Tel : (+603) 9195 1888
Email : enquiries@seacen.org
 

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