Courses on GDP-at-Risk

Since 2020, I have taught a number of courses on financial-stability monitoring and, specifically, the modelling of growth-at-risk.

Many of the course materials were prepared jointly with my co-author, Ed Manuel. If you have any queries about the materials, please contact Ed and myself at e.manuel@lse.ac.uk and simon.lloyd@bankofengland.co.uk. 

As stated in the course materials, they do not represent the views of the Bank of England or its Committees.

An Introduction to GDP-at-Risk for Policy Analysis, Central Bank of Egypt (Virtual), September 2022
with Ed Manuel

This lecture course was organised through the Centre for Central Banking Studies (CCBS).

• Lecture 1: GDP-at-Risk as a Tool for Macroprudential Policy [Slides]

• Lecture 2: Empirical Estimation of GDP-at-Risk Frameworks [Slides] [Codes]

Tools for Macro-financial Risk Assessment, IMF/CICDC Course on Systemic Macro-financial Risk Analysis (Virtual), December 2021

This lecture course was organised through the International Monetary Fund (IMF). See Lecture 1 of the September 2022 course for updated slides.

The GDP-at-Risk Toolkit for Policy Analysis, CCBS Macroprudential Framework Event (Virtual), October 2021
with Rosie Dickinson and Ed Manuel

This lecture course was organised through the Centre for Central Banking Studies (CCBS). See Lecture 1 of the September 2022 course for updated slides.