CEMLA Course: Microeconometrics for Financial Stability analysis

The purpose of this course is to strengthen technical capacities in the application of microeconometric techniques for financial stability analysis. Organized by CEMLA, this event will take place in a hybrid format from September 24-26, 2025, with in-person sessions held at CEMLA’s offices in Mexico City.

The course is designed to provide participants with practical tools to analyze granular financial data, such as bank- and loan-level datasets, to assess risks to financial stability. The agenda includes an overview of key microeconometric methods, hands-on exercises, and applications to topics such as credit risk, systemic risk, and the impact of macroeconomic shocks on financial institutions.

Participants will also have the opportunity to discuss case studies from Latin America and other regions, showcasing how these methods can support macroprudential regulation and financial supervision mandates.

This course is aimed at analysts and researchers from central banks and supervisory authorities who are involved in financial stability analysis and seek to enhance their understanding of microeconometric techniques.