Centre for Central Banking Studies
The Bank of England’s Centre for Central Banking Studies (CCBS) runs an extensive programme of events for central bankers and financial regulators from around the world.
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So, what’s CCBS all about? We’ve been operating since 1990 and our mission is to equip central bankers and financial regulators with the expert skills and knowledge we need to deal with the challenges our community faces.
Lots of these challenges are novel, or at the cutting edge of central banking where progress needs real intellectual leadership. They are also shared. So for example, how do we respond to the rise of artificial intelligence is an issue not just for us at the Bank of England, but for all of us in the community.
And that’s where we in CCBS come in – to share our emerging thinking and practice on these issues, but also to generate the debate, the discussion and the learning with our peers.
Now we’re not really a traditional learning and development function. My team and I are your peers. So we are economists, we’re researchers, financial market regulators and we are central bankers and we draw on colleagues from all around the Bank to support our work. And we have a team of professional event administrators to make all of this happen.
There are lots of good things in the pipeline over the coming year. I mentioned AI, but we’ll also be running seminars and workshops on things like economic forecasting and its contribution to monetary policy. You may say that this is right at the traditional end of central banking. But we need to do better here, given our recent experience of modelling the unprecedented series of global shocks that we’ve faced. This was a key theme from a review published by Ben Bernanke on the Bank of England’s approach, but the lessons here are for all of us.
Another area is Innovation in payments, where the landscape is evolving rapidly, driven by technology and digitisation. As central banks we need to positively navigate this evolution while preserving trust and confidence in the value of money – this cuts to the heart of our monetary and financial stability.
A third is to make markets more resilient so how should we deal with the rise of non-bank financial intermediation; where are the pressure points and what policy options are available to us. How should we use our balance sheets?
There are a host of other workshops set out on our website which speak to other hot topics in central banking and financial regulation; they speak to emerging and novel analytical toolkits, as well as research conferences on economist type topics.
We’re really keen for you to participate. Nearly all of our seminars and workshops are virtual. We took that decision on inclusion grounds and that’s because more colleagues can benefit and it also reduces the carbon and financial cost of participating. So you simply need to be need to be a central banker or financial regulator and you can sign up using our online application system.
Crucially however, we’d ask that you consider presenting or sharing your experience on the topic that we’re discussing. Our discussions are much more enriched when we learn from others and frankly if we want to push the boundaries of thinking then we need diversity of experience.
Some of our workshops are in person only. We do this when building relationships really matters. So you’ll see that our policy research conferences are held here in London, as are our more intimate and closed high-level events for senior staff. These are invitation only for relevant Directors of function. But if your institution would like an invitation, just reach out and ask us, we’ll do our best to accommodate you.So that’s it from me. We hope that there is something for everybody and we warmly welcome your participation next year.
CCBS mission and approach
High-level mission and strategy
Our Centre was established in 1990 and is one of the oldest providers of international central banking technical co-operation and assistance.
Our mission is to equip central bankers and financial regulators – both in the UK and across the globe – with the frontier skills and expert knowledge they need to tackle the challenges they face.
We do this to promote global and UK economic stability, as well as to support wider international development objectives. Our ambition to be at the frontier of global central banking also directly supports the Bank of England’s international mission.
Working with our colleagues across the Bank of England, we achieve this through:
- Our programme of international seminars and conferences for central bankers and financial regulators from all over the world. These cover a blend of:
- novel and emerging areas which are high on the international central banking policy, operational and research agendas;
- the best-in-class toolkits, techniques and approaches used in modern central banking; and
- thematic and traditional areas of central banking – where we believe we can help build skills through the sharing of our experience.
- Our programme of technical co-operation and training with certain central banks in emerging Africa and Asia. This programme has been developed through our partnership with the Foreign, Commonwealth and Development Office.
- Conducting our own analytical work and research to push the knowledge frontier and showcasing that internationally.
- Supporting the Bank’s wider internal and external skill-building activities, most notably, the post-graduate qualifications in global central banking and financial regulation developed with Warwick Business School.
Our approach to international seminars and workshops
Our international seminars and workshops are for central bankers and financial regulators only and are directed at experienced professionals. This approach allows us to promote open and frank debate among our community. Most are open to central bankers and financial regulators from all over the world. Some, however, are by invitation only. Our research and analytics-focused conferences are also open to the academic community.
Most are pitched at the cutting-edge of central banking and financial regulation. They tend to focus on common challenges across central banks, where progress needs global intellectual leadership. In all our work we endeavour to promote best practice, drawing on our own experience in the United Kingdom, as well as in the rest of the world. Where appropriate we also benefit from the perspective of academia and other organisations. Our format is usually a mixture of lectures, panel discussions and case studies.
We promote diversity in all its forms. We offer an inclusive environment and actively encourage the sharing of experience. Our events are much more enriched when we hear from others. We welcome challenge to our own thinking, particularly in our policy seminars.
Moreover, we strongly encourage diverse participation in terms of race; gender; sexual orientation; disability; religion; as well as local minorities in your home countries. We politely ask decision makers to bear this in mind when nominating candidates.
All our international seminars and workshops are free of charge.
Our policy on in-person and virtual seminars
Most of our seminars are offered on a virtual-only basis. This reflects financial and carbon considerations. It also allows for greater participation from colleagues across our central banking and regulatory community. We recognise, however, that some activities benefit from in-person presence. This is where the community can benefit from establishing networks and contacts. So as indicated in the programme, our high-level ‘heads of…’ events and research conferences are held physically in London. If your institution would like an invitation to an in-person high level event, please let us know.
Participant feedback:
‘As a female with a disability, I am beyond grateful for all the team behind such events, the speakers/attendees/staff are all sweet. Thank you for creating an environment that is very inclusive.’
‘As a female with a disability, I am beyond grateful for all the team behind such events, the speakers/attendees/staff are all sweet. Thank you for creating an environment that is very inclusive.’
Upcoming seminars, workshops and conferences
The tables set out our forthcoming activity. These are live and will be updated continually. The tables also indicate possible additions to our programme over the coming year. We encourage you to check the programme at regular intervals.
Virtual seminars in 2025 and beyond
Date | Subject |
|---|---|
11–13 March 2025 | |
23–24 April 2025 | |
7 May 2025 | |
13 May 2025 | |
7–8 July 2025 | |
22–25 September 2025 | |
30 September 2025 | Artificial intelligence, central banking and financial regulation |
15–16 October 2025 | Transforming data analytics and Supervision Technology tools (SupTech) |
21–22 October 2025 | |
October 2025 TBC | Financial stability: systemic risk assessment, non-bank financial intermediation (NBFI) and other frontier topics |
11–13 November 2025 | |
18–20 November 2025 | |
25–28 November 2025 | |
2–4 December 2025 | Key current issues in the international monetary and financial system (IMFS) |
Event TBC | Research, design and testing of central bank digital currencies |
In-person workshops and conferences in 2025 and beyond
Date | Subject |
|---|---|
5–6 March 2025 | Central Bank’s approaches to compliance, operational risk and ethics* |
21–22 May 2025 | Workshop for Heads of Banking Supervision* |
5–6 June 2025 | |
25–26 June 2025 | Monetary Policy Conference |
27 June 2025 | Chief Economists’ Workshop* |
9–10 September 2025 | Workshop for Heads of Insurance Supervision* |
Event TBC | Workshop for Heads of Resolution* |
Event TBC | Workshop for Heads of Data Strategy and Analytics* |
Event TBC | Workshop for Heads of Payments* |
Event TBC | Workshop for Heads of Financial Stability* |
Footnotes
- *Invitation-only.
Virtual seminars
Cutting-edge analytics and toolkits
Forecasting in central banks
11–13 March 2025
Event Director:
Andrew Blake
Central banks are fundamentally interested in forecasting. They need them both to inform policy decisions and then inform stakeholders about the most likely outcomes given those policy decisions. These two requirements conflict: for example, how much should a policymaker factor into their forecast an impact of their expected policy paths? If they don’t, how does anyone know what policy is expected to do?
In this course we will explore a variety of forecasting methods widely used in central banks. These include the use of highly structured models, purely statistical alternatives and those that lie somewhere in between. We aim to explore how much we should trade-off theoretical consistency for forecast accuracy, and what we specifically sacrifice with each approach.
Among other topics we will discuss the forecast process itself, appropriate models for different types of data, the quantification of uncertainty, and the systematic use of judgement. Specific models likely to be included include MIDAS, state-space and BVARs, together with how to use a structural or semi-structural model for forecasting. In the light of the recent Bernanke Review, we will discuss the issues raised by it and why they are important for policymakers. We will discuss some of the specific recommendations such as the use of scenarios and fan charts.
Target group:
Central bank economists who wish to learn about the forecasting techniques commonly employed in monetary analysis. This includes those who wish to learn about some of the newer methods as well as those who have not specialised in forecasting. A sound understanding of econometric technique is required, and some prior exposure to economic models would be helpful. Computer exercises will use common packages, but experience in programming in a language like Matlab will allow participants to work through more of the exercises.
Economic modelling and forecasting
22–25 September 2025
Event Director:
Andrew Blake
Useful economic forecasts require good economic modelling. Building models that contain a clear statement of the assumed structure of the economy inform us about the shocks affecting it. Policymakers can then respond to those shocks. This seminar aims to improve participants’ understanding of current modelling strategies and forecasting techniques. Likely topics include state-space models and the Kalman filter, structural VARs, mixed-frequency (MIDAS) forecast models and DSGE models including Heterogeneous Agent New Keynesian (HANK) models – each will be accompanied by ample computer-based exercises. This workshop has a higher theoretical element compared with ‘Forecasting in central banks’ which focusses more on practical issues.
Target group:
The event is aimed at economists working in quantitatively orientated departments of their central bank. They should have some experience of econometrics and a background in economics. A knowledge of MATLAB programming is essential for this course, as is access to MATLAB on your own computer.
Causal inference using microdata
11–13 November 2025
Event Directors:
Angus Foulis and Jagdish Tripathy
Quantification of causal mechanisms is the ultimate goal of empirical economics. However, in most cases this is challenging, as the underlying data are not generated randomly. A number of econometric techniques have been developed to overcome these challenges. The recent explosion of microdata has allowed these techniques to be applied to a wider range of questions. This course builds these frontier skills and applies them to a range of economic questions of interest for central bankers, using the microdata that are increasingly available to our community. Topics to be covered at the event include: instrumental variables, panel data, (staggered) difference in differences, regression discontinuity, synthetic controls, and directed acyclic graphs and DAGitty.
Target group:
The course is targeted at central bank economists working in quantitative areas. They should have experience with econometrics and an economics background. Some experience with Stata and microdata is preferred.
Machine learning for central banks
25–28 November 2025
Event Director:
Andrew Blake
Central banks use mathematical models for many purposes. Until recently, most of these models were recognisably econometric in origin, and were often employed for important but routine tasks such as forecasting or assessing the stability of policy transmission mechanisms. But there are a number of areas where traditional modelling techniques have proved insufficient – for example predicting the risk of a financial crisis – and central banks have enthusiastically embraced new methods to explore how we can improve our analytical toolbox. At the same time, central banks have invested in the infrastructure to exploit available data from traditional and non-traditional sources, often yielding huge data sets in unfamiliar formats. Taken together, this means that analysts now employ a much greater variety of models in their work and are able to use data systematically in ways that were impossible even a few years ago.
This course will discuss different machine-learning models, applied to a wide variety of data sets including text and regulatory data to help with core central bank functions. This may include forecasting of traditional quantities like inflation or hard-to-predict events like financial crises or bank distress, or the timely measurement of data, or even assessing the impact of policy through text analysis. We expect the course to cover key methods ranging from tree-based models through to, say, word embeddings and large language models. We will discuss their implementation using appropriate software and assess how difficult methods are to use. All the methods will be illustrated by a variety of applications from experts discussing their own work. This is a fast-moving field, and we hope the course will capture that in the applications.
Target group:
Analysts with expertise in economics and/or econometrics who are interested in the application of machine learning models to central bank data. Participants should be comfortable with the use of models and data, probably in a traditional econometric environment, and be keen to learn how to use non-standard data sources and machine-learning techniques. At least a rudimentary knowledge of programming in a language like R, Matlab or Python is likely to be useful.
Current priorities and topical issues in central banking and financial regulation
Innovation in payments systems and technology
23–24 April 2025
Event Director:
Matthew Pegg
The advancing digitisation of economies is creating opportunities for innovation in payments. Technology developments and regulatory initiatives have opened the sector to competition, with new institutions and new business models emerging and changing the shape and length of traditional payment chains.
Central banks are modernising their own infrastructure increasing resilience, interoperability, and access. Regulators globally are implementing a roadmap for enhancing cross-border payments.
Applying tokenisation technology to conventional money could potentially allow payments to be embedded more efficiently and deeply into our increasingly digital economy. Many central banks are undertaking research, pilots or have launched retail central bank digital currencies (CBDC) and are experimenting with wholesale CBDC technologies. Authorities are also considering challenges and risks for public policy, oversight and regulation posed by stablecoins.
Target group:
Participants should have some expertise in payment systems with a particular focus on innovation in payments as it relates to central banking and regulation. The event will likely require participation from delegates. We welcome offers from colleagues to present on payments innovation in your organisation.
Participant feedback:
‘This enhanced knowledge will be particularly useful when monitoring the RTGS system or upgrading it in the future.’
‘This enhanced knowledge will be particularly useful when monitoring the RTGS system or upgrading it in the future.’
The BIS Innovation Hub London Centre’s recent projects: synchronised FX settlement, financial crime analytics, and ISO 20022 data insights
7 May 2025
Event Directors:
Matthew Pegg and Thomas Schardt (Bank for International Settlements)
The Bank for International Settlements (BIS), together with partners, is taking a leading role in co-ordinating the work of central banks on technological innovation in the financial sector to pave the way for the future of central banking. In Spring 2025, the latest projects from the BIS Innovation Hub’s London Centre will have been completed and this seminar will provide an opportunity to hear about and discuss their conclusions. The first project – Meridian FX – a collaboration with the Bank of England and the Eurosystem, explores synchronised settlement for foreign exchange transactions to enhance efficiency and reduce risk. The second project – Hertha – focuses on using advanced data analytics to identify financial crime patterns within real-time payment systems, all while preserving user privacy. Finally, Project Keystone delves into leveraging ISO 20022 data to provide enhanced analytics capabilities for payment systems. An innovative approach was taken in the development of these projects, and the seminar will offer reflections on both their delivery and specific functionality.
Target group:
This seminar will be targeted at individuals who have an interest in delivering innovative technological solutions across a variety of central banking activities. The focus of the projects should also be of note to anybody looking on enhancing payment system functionalities, addressing financial crime, or improving interoperability through data standards.
Market liquidity and central bank tools
13 May 2025
Event Director:
Christine Jayaseelan
The last few years have witnessed structural changes to market liquidity which have posed serious threats to financial stability should there be a sudden shock in core funding markets. The intermediation capacity in core markets has struggled to keep pace with their burgeoning size to meet the consequent demand for liquidity in markets, particularly at times of stress. Thus, the use of central bank tools has been an important aspect of the policy response during stresses to market liquidity. Also, the demand and supply of market liquidity from both the banking and beyond the core banking system also affect monetary transmission. In addition, central bank balance sheet normalisation also interacts with market liquidity and the broader macro-economic environment which are relevant for the stability of the financial system. Central bank reserve supply and the impact on liquidity of the banking and wider financial markets pose further challenges for both monetary and financial stability. This event will aim to facilitate discussions in the following:
- The interaction between market liquidity and monetary transmission; the relevance of intermediation by banks and non-banks in the transmission of monetary policy.
- NBFIs’ leverage and resilience, market structure changes and funding conditions. Market liquidity stress and its impact on core markets – relevance for monetary and financial stability.
- Drivers of the supply and demand of market liquidity and the nexus with central bank tools/reserves supply.
- Liquidity dependencies in core markets, central bank balance sheet normalisation and the evaluation of financial stability risks.
- Central bank financial stability interventions and the consequences for monetary policy.
Target group:
Participants should be from central banks and financial regulators actively working on these topics in their organisations, whether in research, financial stability/macroprudential policy, monetary policy/analysis, or in central bank toolkit/market-facing roles. The aim of the event is to encourage debate and discussion and to share thinking and approaches. Participants are encouraged to engage actively in the discussions.
Participant feedback:
‘System wide exploratory scenario – this topic was an eye opener on how I could connect NBFIs with the rest of the banking system.’
‘System wide exploratory scenario – this topic was an eye opener on how I could connect NBFIs with the rest of the banking system.’
Ethical, safe, and effective application of artificial intelligence for internal use at central banks
7–8 July 2025
Event Directors:
Ben Crampton, Christine Jayaseelan and Georgios Kyriakopoulos
The latest advancements in artificial intelligence (AI), particularly Generative AI, offer several opportunities and challenges to central banks and financial regulators.
AI broadens the scope of analysis and decision-making capabilities and has the potential to enhance our efficiency. At the same time, we require robust governance and strong technology and skills foundations to ensure the ethical, safe, and effective use of AI.
This event brings together central banks and financial regulators to discuss these opportunities and challenges.
Target group:
This event is aimed at central bankers and financial regulators with expertise in, responsibility for, or a keen interest in the use of AI at their organisation.
Artificial intelligence, central banking and financial regulation
30 September 2025
Event Directors:
Mohammed Gharbawi, Matthew Pegg and Seema Visavadia
Recent advances in artificial intelligence (AI), including the release of powerful Large Language Models, have led to a surge of interest in AI, thrusting it firmly onto institutional and regulatory agendas. While the technology (including its ‘generative’ varieties) is expected to drive significant economic benefits, firms, governments, and regulators, as well as the technology firms responsible for creating sophisticated AI systems, have been quick to react pointing to risks ranging from the mundane to the existential. Central banks and financial regulators have an important role in navigating the complexities of this rapidly developing field.
Target group:
Participants should have some expertise in artificial intelligence and its application to central banking and regulation. The event will likely require participation from delegates.
Transforming data analytics and Supervision Technology tools (SupTech)
15–16 October 2025
Event Directors:
Carmen Barandela and Matthew Pegg
Financial regulators and supervisors around the world are innovating to keep pace with the advancing digitisation of the financial services industry.
Supervisors are making progress to adopt new data analytical tools to support supervision activities, rapidly identify and probe emerging issues, risk, and policy questions. Investments in technology and supervisor’s digital skills are being made to improve the efficiency and effectiveness of supervision.
This webinar will explore how supervisory technology, SupTech is driving the development and adoption of new data visualisation and analytical tools including text analytics, use of artificial intelligence, machine learning tools and large third-party language models, and building and maintaining supervisor’s digital skills.
Target group:
This seminar is aimed at central bankers and financial regulators with some expertise in, or responsibility for SupTech solutions in their organisation. The event will likely require participation from delegates. We welcome offers from colleagues to present on topics relevant to the development and implementation of SupTech.
Participant feedback:
‘The two-day schedule comprehensively addressed the challenges and approaches faced by central banks globally.’
‘The two-day schedule comprehensively addressed the challenges and approaches faced by central banks globally.’
Risk-based and forward-looking microprudential supervision
21–22 October 2025
Event Director:
Michael Smart
The prudential regulation and supervision of financial services firms continually adapts to the external environment. The post Great Financial Crisis regulatory regime aims to ensure the safety and soundness of firms, with an increasing focus on financial stability as well as financial and operational resilience. Supervisors of financial services need to balance an efficient use of resources with achieving good supervisory outcomes. The approach to prudential supervision has shifted to forward-looking, risk-based supervisory decisions and the use of supervisory judgement. This seminar will cover new and developing approaches to supervision, in ’business as usual‘ but also crisis management situations. We will focus not only on methodology but also on the emerging risks that supervisors of financial services firms need to be aware of.
Target group:
This seminar is aimed at experienced prudential supervisors or central bankers who are interested in or have contributed to the development of forward-looking risk-based supervision. We welcome offers from participants to share their experiences.
Operational resilience of the financial sector
18–20 November 2025
Event Directors:
Libin Dahir and Matthew Pegg
Operational disruption can affect financial stability, threaten the viability of individual firms and financial market infrastructures, or cause harm to consumers and other market participants in the financial system. The challenges of making the financial sector resilient to this disruption have become more complex in an increasingly hostile cyber environment. Growing digitalisation, interconnectedness and third-party dependencies have also increased the potential for operational risks to impact financial stability in recent years.
The workshop will explore the macroprudential and microprudential challenges of operational resilience and cyber; firms and policymakers must now move beyond preventing operational incidents towards actively responding, recovering and learning from them.
Target group:
The event is aimed at central bankers and regulators with an interest in or responsibility for monitoring, assessing, identifying or mitigating risks related to operational disruption. This responsibility may relate to the supervision of specific firms/financial market infrastructures; the financial stability of the sector as a whole; or the development of relevant policy. We welcome offers from participants to share their experiences.
Key current issues in the international monetary and financial system (IMFS)
2–4 December 2025
Event Directors:
Glenn Hoggarth and Mark Joy
This workshop will assess the impact of the various shocks affecting the global economy and the policies taken by central banks in high-income countries and emerging and developing countries to maintain inflation at target on a permanent basis. It will cover the potential trade-offs in achieving this set against the backdrop of a slow growing world economy, continuing geo-political tensions, high government debts and the potential risk of more frequent supply side shocks.
It will also take stock of the state of the international financial architecture and risks to global financial stability. It will cover the role of international currencies and cross-border capital flows set against the background of rapid technological change and the risk of IMFS fragmentation. The workshop will also focus on structural issues affecting central banks individually and collectively, in particular, innovations in payments systems, the role of central banks in dealing with climate change and the growing role of non-bank finance in the global financial system. The workshop will conclude by looking ahead to next year’s finance work programme of the G20 and the Financial Stability Board.
Target group:
This event is aimed at those leading or supporting the central bank’s work and engagement on the international economy including at international fora such as the IMF, G20, FSB and the BIS. It will include short set-piece presentations – by Bank of England staff or invited experts from other central banks, academia and the private sector – and a moderated roundtable discussion between participants. We welcome offers from colleagues from a diverse range of jurisdictions to share their experiences.
Participant feedback:
‘I learned a lot about the different techniques, data and analysis applied to the study of the transmission mechanism of monetary policy.’
‘I learned a lot about the different techniques, data and analysis applied to the study of the transmission mechanism of monetary policy.’
Research and analytics-focused conferences
6th Workshop on Household Finance and Housing
Event Directors:
Angus Foulis and Jagdish Tripathy
This workshop will bring together leading researchers to present frontier empirical and theoretical work related to the Bank of England Agenda for Research in the broad fields of household finance and housing. The workshop is jointly organised with Imperial College Business School and will feature up to an hour dedicated to each research paper, a policy panel addressing topical issues and keynote sessions by eminent speakers.
Target group:
Academics, central bank economists and financial regulators in the areas of household finance and housing are welcome to attend. Papers included in the programme are by invitation.
This event will be held in-person.
Participant feedback:
‘Super professional organisation but still collegial and good vibes all around.’
‘Super professional organisation but still collegial and good vibes all around.’
Application and practical information
Full details of our web-based electronic application process can be found in our How to apply documentation. For high-level ‘heads of…’ events please contact us if your organisation is interested in being invited. Please be aware, however, those require physical participation in London, and are for senior (director level) staff.
View forthcoming CCBS events
Apply to attend an event
Please first register to attend our events using your organisation’s official email address:
Once registered, you can apply for an event, monitor the progress of your application and apply for other CCBS events too.
If you need further information or assistance, please email the CCBS Administration Team at:
MS Teams
Our virtual events are conducted via MS Teams. A joining link will be sent for all MS Teams events. Further details of how to join the Webinar can be found in our MS Teams documentation.
Administrative information
Costs
The Bank of England makes no charge for participation; our virtual seminars are free to attend.
If attending an in-person event, we provide lunch and refreshments. Participants and their central banks/regulatory authorities are responsible for their own travel expenses, accommodation and other daily living costs. Please note that CCBS does not arrange transfers to and from airports.
Online portal
Successful applicants will gain access to the online portal for their chosen event(s), where they can download the event programme and access other relevant event materials.
To access event material via the online portal please sign-in using your official email address and password. Navigate to ‘My applications’ and once there, please click on the event and scroll to the bottom of the page where you will find the event material.
Recordings and presentations
Participants will be notified if the webinar they are attending is being recorded and whether materials/presentations will be shared with them. If so, they will be informed when they are available and will be able to access via the online portal using the instructions above.
How to receive the latest news on CCBS events
If you are a central banker or financial regulator and would like to receive our marketing emails with the latest news about upcoming CCBS events please sign up here.
Resources
CCBS produces various publications with the aim of presenting particular topics which concern central banks and regulatory authorities in a concise, balanced and accessible manner and in a practical context.
- New evidence on the monetary transmission mechanism workshop 2024
- 4th Workshop on Household Finance and Housing 2023
- CCBS Macro-finance workshop 2023
- Advanced Analytics: new methods and applications for macroeconomic policy 2022
- 3rd Workshop on Household Finance and Housing 2022
- Macro-finance workshop 2022
- Chief Economists’ workshop 2021
- Household finance workshop 2021
- 4 November 2020: Modelling with big data and machine learning: measuring economic instability
- 17 June 2020: Virtual workshop on household finance and housing
- 4 November 2019: Modelling with Big data and machine learning: interpretability and model uncertainty
- 26 November 2018: Modelling with big data and machine learning
- 13 November 2017: Big data empirics and policy analysis
- 27 September 2017: Modelling credit risk
- 1 January 2015: Deriving option-implied probability densities for foreign exchange markets
- 1 January 2015: Understanding the central bank balance sheet
- 1 January 2015: Text mining for central banks
- 1 September 2012: Applied Bayesian econometrics for central bankers updated 2017
- 24 February 2012: State of the art of inflation targeting
- 1 January 2012: Collateral management in central bank policy operations
- 19 June 2006: The Centre for Central Banking Studies
- 16 December 2002: The Centre for Central Banking Studies
This page was last updated 28 March 2025