School Specific Events

Please register and pay for BCOVS below.  If you are a postgraduate research student then you will still need to “purchase” your registration below but it is FREE.  To confirm your status please ask your supervisor to e-mail [email protected].  The congress dinner will be a traditional Turkish feast held at Pasha, 301 Upper Street Islington.   Food and drink are included in the price.  If you are vegetarian please e-mail Sam on [email protected]

Course overview
The course covers several theoretical and empirical topics in financial econometrics, providing a comprehensive presentation of econometric methods used to model and forecast financial variables. Topics include: Concepts of forecasting, forecast evaluation, and forecasting of returns and volatility. Models and methods are implemented in MATLAB and applied to forecast returns and volatility as well as for risk management.

Benefits
• Participants will learn how to evaluate and compare different forecasts as well as how to identify forecasting models with superior performance.

• Participants will learn different methods for return forecasting, from machine learning to factor models.

• Participants will be introduced to parametric and non-parametric tools and techniques for volatility modelling.

Target Audience
This course is useful to both professionals and researchers working in the financial industry, consultancy firms, Central Banks, public and private research centres.

Course Prerequisites Participants are expected to have a quantitative background. Knowledge of the fundamentals of econometrics, hypothesis testing, and quantitative asset pricing theory will help participants to obtain the maximum benefit from the course.

Registration, payment and cancellation policy

Payment of course fees is required prior to the course start date.

In case a course is cancelled, registered participants will receive the full refund.

Registration closes 7-calendar days prior to the start of the course.

Please use your University email address if purchasing City/Bayes students, Alumni, Staff or External students rate tickets.

A 15% discount is available for groups of three or more participants.

Please email [email protected] before purchasing your tickets if you are a group of three or more people. 

Please use your University email address to receive the student rate. 

The Hanna’s Orphanage Christmas cards have arrived! The fantastic range of designs were created by some of the children at Hanna’s Orphan’s Home, as well as children from a local primary school affiliated with Cass Business School.

The perfect way to send your festive greetings and support Hanna’s Orphanage at the same time!

Each pack has a mixture of card designs. Free Postage and Packing.

Course overview
There is huge body of literature aiming at evaluating the causes and consecuences of economic and financial crises. This course will give an overview of how to identify and measure systemic financial risk. This is defined as the risk that an event will trigger a loss of economic value or confidence in, and attendant increases in uncertainly about, a substantial portion of the financial system that is serious enough to quite probably have significant adverse effects on the real economy. There are several methodological approaches to measure systemic risk. A first line of research focuses on the international banking system, the systemic event is induced by severe disequilibria within the banking sector. A second line of research focuses on global (rather than limited to the financial sector) market dynamics as primary source of financial instability. In this case, market information needs to be framed within a more general methodological approach. The international banking sector remains central to the analysis, but global banks’ weakness may not be sufficient to induce a systemic event.

Benefits
■ You will learn on a large number of systemic risk measures

■ You will learn econometric techniques how to use systemic risk measures

■ You will learn indicators able to measure systemic risk at a global level

■ You will learn how monetary policy decision are adopted by central banks during the crises

■ You will learn how EU regulatory framework regarding systemic risks stemming from banking and financial distress.

Target audience
This course is useful to anyone with a research interest in financial stability and systemic risk. This course is essential for anyone who wishes to have a quantitative understanding of the systemically important financial institutions, with the ultimate goal of identifying the vulnerabilities of the financial system.

Course prerequisites
The course requires intermediate knowledge in statistics and econometrics for economics and finance. Knowledge of the fundamentals of financial stability and systemic risk will help participants to obtain the maximum benefit from the course.

Registration, payment and cancellation policy

Payment of course fees is required prior to the course start date.

In case a course is cancelled, registered participants will receive the full refund.

Registration closes 7-calendar days prior to the start of the course.

Please use your University email address if purchasing City/Bayes students, Alumni, Staff or External students rate tickets.

A 15% discount is available for groups of three or more participants.

Please email [email protected] before purchasing your tickets if you are a group of three or more people. 

Please use your University email address to receive the student rate.