Centre for Central Banking Studies

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:

1. Our programme of international events 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.
2. 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 (FCDO).
3. Conducting our own analytical work and research to push the knowledge frontier and showcasing that internationally.
4. 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 events

Our international events 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 generally 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 events.

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 events are free of charge.

Our policy on in-person and virtual events

Most of our events 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 an 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…’ workshops and research conferences are held physically in London. If your institution would like an invitation to an in-person high-level workshop, please let us know.

Upcoming events

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 events in 2025

Virtual events in 2026 and beyond

In-person events in 2026 and beyond

Virtual events

Cutting-edge analytics and toolkits

Machine learning for central banks

25–27 November 2025

Event Directors:
Andrew Blake and Jagdish Tripathy

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 they can improve their 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.

Forecasting in central banks

10–12 March 2026

Event Director:
Andrew Blake

Central banks are fundamentally interested in forecasting. They use them both to inform policy decisions and inform stakeholders about the likeliest 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 investigate 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.

Some topics we will discuss are the forecast process itself, appropriate models for different data frequency or levels of aggregation, the quantification of uncertainty, and the systematic use of judgement. Specific models likely to be included include MIDAS and state-space models, 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, and the responses that the Bank of England has made to improve its forecast processes.

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

6–9 October 2026

Event Director:
Andrew Blake

Useful economic forecasts and proper policy advice requires good economic modelling. Part of the analytical problem for a central bank economist is to disentangle the effects of different shocks to the economy. This needs models with both structure and adequate empirical support. Understanding the trade-offs that the compromise between tractability and fit induces is vital for good policymaking. This event aims to improve participants’ understanding of contemporary modelling strategies and how they interact with forecasting techniques. Topics include structural models – from simple DSGE ones through to Heterogeneous Agent New Keynesian (HANK) models – as well as purely statistical alternatives, including state space models, structural VARs and BVARs. In between we discuss the benefits and shortcomings of a variety of semi-structural approaches. For estimation, emphasis is given to predominantly Bayesian methods which remain less familiar to practitioners but facilitate estimation of difficult models using expert knowledge. We include the use of the Kalman filter for unobserved component models with applications such as time-varying coefficients and the estimation of DSGE models, rounding off by considering the use of scenarios to enhance forecast communication. Some sessions feature computer-based MATLAB exercises.

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

10–12 November 2026

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, double ML, 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

24–27 November 2026

Event Directors:
Andrew Blake and Jagdish Tripathy

Econometricians are used to handling data, performing analysis and reporting results. But data have become bigger and less structured, analysis is now done by machines and outputs have become visualisations. Not only that, tools based on large language models (LLMs) such as Copilot have become common in the workplace and many central bankers use them daily. These are manifestations of different machine learning methods.

These are often radically different ways of modelling data to those familiar with econometric techniques. This event is designed to introduce some of the key machine learning methods that analysts will find useful in their work in a central bank. This includes important techniques that are a gateway to more advanced ones, particularly tree-based methods and neural networks. All the way through there is an emphasis on the network properties of many of these techniques. We aim to get people familiar with many of the methods outlined in Hastie, Tibshirani, and Friedman (2009) The Elements of Statistical Learning or James et al (2021) Introduction to Statistical Learning as well as LLMs.

The course will both introduce the techniques through lectures and worked examples, and include live applications of both processes and research that leverage machine learning. This is a quickly evolving field, and we aim to be as up-to-date as possible in the applications we use.

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

Operational resilience of the financial sector

18–19 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)

1–3 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 geopolitical 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.

Market functioning and leverage

23 April 2026

Event Director:
Christine Jayaseelan

The smooth functioning of core markets is essential for both financial and monetary stability. Recent years have seen structural shifts in market intermediation, driven by rising demand for liquidity and the use of leverage – both to supply liquidity and to hedge risk. However, the excessive use of leverage, increasingly adopted by non-bank financial institutions (NBFIs), can introduce systemic vulnerabilities, particularly during periods of heightened market stress.

During such times, leveraged activity can amplify shocks in key funding markets, with those shocks potentially propagating across the financial system and into the real economy. Disruptions to core market functioning – especially where liquidity dependencies are involved – can also impair monetary transmission and complicate central bank balance sheet normalisation.

In this context, the event will explore:

• structural changes in market functioning and the role of NBFI leverage in creating vulnerabilities that amplify and propagate stress, posing risk to the stability of the financial system
• financial stability risks arising from the interlinkages between demand for leverage and systemically important providers of leverage
• monetary transmission challenges stemming from market disruptions caused by NBFI leverage, and the evolving intermediation roles of banks and non-banks
• implications of leverage and market functioning for central bank balance sheet normalisation, and the deployment of central bank tools to safeguard financial stability

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.

Real Time Gross Settlement (RTGS) service renewal and wholesale payments innovation

12–13 May 2026

Event Director:
Matthew Pegg

Every country’s modern financial system has an RTGS service that sits at its heart, enabling the safe real-time transfer of electronic payments between financial institutions, settled in central bank money.

Central banks around the world are actively pursuing modernisation initiatives to establish robust, adaptable, and future-proof RTGS systems. These efforts are critical to harness new technological possibilities, support evolving business requirements and address emerging risks in the payments landscape.

In close collaboration with industry, the Bank of England recently completed a multi-year RTGS Renewal Programme that has successfully delivered higher resilience, broader access and wider interoperability to its users while also creating a platform for future innovation in sterling payments.

This event will build on the lessons the Bank has taken from the largest technology project it has ever delivered to provide a platform for central banks to share insights and experiences regarding challenges and benefits of RTGS modernisation. Key topics will include:

• how to create a compelling business case for RTGS Renewal
• the challenges of setting up and running a Renewal Programme
• how to approach critical technology and vendor choices
• ensuring industry engagement and readiness
• how to build upon a renewed RTGS service to drive broader modernisation in wholesale payments

Target group:
Participants should have expertise in payment systems with a particular focus on payments innovation and RTGS modernisation. Ideally their institution will actively be considering renewing their domestic RTGS system or already be in the process of delivering that project. 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.

Artificial intelligence (AI) and central banking: ethical, safe and effective application

14–15 July 2026

Event Directors:
Ben Crampton, Christine Jayaseelan and Georgios Kyriakopoulos

This two-day event focuses on the internal deployment of AI technologies –especially generative AI – within central banks and financial regulators. It will explore how AI can expand analytical capabilities, improve decision-making, and drive operational efficiency. However, it also recognises the critical need for robust governance frameworks, secure technology infrastructure, and skilled personnel to ensure AI is used ethically, safely, and effectively. It will cover:

• opportunities for AI to enhance internal processes and analysis
• governance and risk management frameworks for ethical AI use
• building organisational capacity: technology, skills, and culture
• cross-institutional collaboration on safe AI deployment

Target group:
Central bankers and financial regulators with expertise, responsibility, or strong interest in the internal use of AI at their organisations. Participants are encouraged to engage actively in the discussions.

Artificial intelligence (AI) and central banking: perspectives on financial services and financial regulation

30 September 2026

Event Directors:
Mohammed Gharbawi, Matthew Pegg and Ewa Ward

This one-day event takes a broader, systemic view of AI’s impact on the financial services sector and the wider economy. It will examine the potential of AI to significantly transform productivity and efficiency, while also introducing new risks and challenges such as data-related risks, cybersecurity threats, and operational dependencies on third-party providers. It will cover:

• AI technology developments and adoption in financial services
• strategic implications for central banks and regulators
• risk landscape: model opacity, lack of explainability, cyber and operational risks
• the importance of international co-operation

Target group:
Central bankers and financial regulators with expertise, responsibility, or a strong interest in AI and its impact on financial services and financial sector regulation. Participants are encouraged to engage actively in the discussions.

Stablecoins and financial stability

1–2 October 2026

Event Director:
Christine Jayaseelan

In recent years, stablecoins have emerged as a major innovation in money and payments. Their current use is largely confined to acting as a bridge between the cryptocurrency sphere and the traditional financial system. However broader adoption in the real economy would demand features that foster public trust.

To maintain a stable value, the assets backing stablecoin issuances must be managed prudently – addressing credit, interest rate, and exchange rate risks. The stablecoin ecosystem must also meet high standards of operational resilience, particularly in mitigating cyber risks.

Given their growing integration with traditional finance – on both the asset and liability sides of issuers’ balance sheets – and their increasing role in the financial system and real economy, it is vital to assess their financial stability implications.

Against this backdrop, this event on stablecoins will explore:

• the role of stablecoins as an innovative form of money and payments, and key requirements for safety and public trust
• risks arising from linkages with traditional finance, including cross-border dimensions
• financial stability concerns as stablecoins become more embedded in the financial system and real economy
• current thinking on legislation and prudential regulation of stablecoin features and business models

Target group:
The event is aimed at central bankers and prudential regulators who are keen to understand the scope and financial stability implications of the increasing linkages of stable coins with traditional finance and the current thinking and progress with legislation and regulation.

Transforming data analytics and supervision technology (SupTech) tools

13–14 October 2026

Event Directors:
Carmen Barandela, Marc Ellis, Cameron Hardman 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 event will explore how SupTech is driving the development and adoption of new data visualisation and analytical tools including text analytics, use of AI, machine learning tools and large third-party language models, and building and maintaining supervisor’s digital skills.

Target group:
This event 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.

Central bank communications: new channels and audiences

3 November 2026

Event Directors:
James Hotson and John Lewis

Faced with changing media consumption many central banks are evolving their external communications with a clear focus on engaging wider audiences with the aim of building trust and raising awareness. Ultimately, these efforts are about serving the public good and cultivating the financially aware, engaged citizens – and employees – of the future. Part of this challenge is about reaching those less likely to consume traditional media, including underrepresented or hard-to-reach groups such as Gen Zs, women and people in deprived areas, to bridge trust gaps and foster financial confidence. This effort may involve exploring channels such as targeted marketing, including partnerships with influencers and platforms that resonate with younger audiences, as well as touching on how AI can be harnessed to support innovation in communications.

In this event, we aim to share some of our insight and learnings from our work to date in reaching new audiences and using new channels and to provide a forum for other central banks and regulators to share their approaches and learn from peers.

Target group:
Participants should be from central banks and financial regulators in a role delivering, developing or overseeing strategic communications. Or those with background or role in marketing or behavioural change. The aim of the event is to encourage debate and discussion and to share thinking and approaches across the central banking and regulatory world, and we encourage active participation from delegates. To that end, we welcome expressions of interest from participants to present on innovation in communications in their organisations.

Operational resilience of the financial sector

17–18 November 2026

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 critical third-party dependencies have also increased the potential for operational risks to impact financial stability in recent years.

The event will explore the macroprudential and microprudential challenges of operational resilience and cyber, incorporating both domestic and international perspectives. 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)

1–3 December 2026

Event Directors:
Grigoria Christodoulou, Glenn Hoggarth and Mark Joy

This event will assess the impact of ongoing 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 possible trade-offs in achieving this set against the backdrop of slow growth in productivity and the world economy, high government debts and greater uncertainty caused by, among other things, continuing geopolitical tensions and the risk of more frequent supply side shocks.

It will also take stock of the state of the IMFS as a whole and the supporting international financial architecture. It will cover the role of international currencies, cross-border capital flows and current account imbalances set against the background of a more fragmentated IMFS. The event will also focus on structural issues affecting central banks individually and collectively, in particular, innovations in payments systems and the growing role of non-bank finance in the global financial system. The event will conclude by looking ahead to next year’s finance work programme of the Financial Stability Board (FSB) and the G20 under the UK Presidency.

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 International Monetary Fund (IMF), G20, FSB and the Bank for International Settlements (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 moderated roundtable discussions. Participants’ questions, comments and sharing of experiences are strongly encouraged and we welcome attendance from central bank colleagues from a diverse range of jurisdictions.

Research and analytics-focused conferences

Strategic foresight at central banks

24–25 September 2026

Event Directors:
Julia Giese and John Lewis

Central banks operate in a world of rapid change, complexity and uncertainty. Over recent years, policymakers have been faced with a myriad of forces from outside traditional economics, finance and central banking disciplines, which have the potential to reshape the challenges they face. These include pandemics, geopolitical fragmentation, artificial intelligence and climate change.

Strategic foresight is a practice used by business, international organisations, governments and the military to address this uncertainty and prepare for a range of futures. And it is increasingly being adopted by central banks as a complement to more business-as-usual analytical methods. Tools associated with strategic foresight, include horizon scanning over a longer horizon, scenario planning and war gaming. Potential applications span the full range policy, operational and organisational aspects of central banking. These can inform the strategy and planning at both the business area and institutional levels.

This event will explore how central banks and regulators can best deploy strategic foresight. The aim of the event is to encourage discussion and to share thinking and best practice, including insights from the Bank of England’s 2025 evaluation of horizon scanning. Questions include, which tools and approaches are most suitable, how to embed horizon scanning in decision making and planning processes, and how to integrate it with the policy process. Participants are encouraged to engage actively in the discussions, and we welcome offers from colleagues to share their experiences. As part of the proceedings, we expect to consider some current case studies, where the central banking thinking is in its infancy.

Target group:
This event aims to bring together the community of those engaged or interested in strategic foresight at central banks. Participants should be either those who are currently involved in applying strategic foresight, or similar tools at their organisation, those who are actively exploring developing a strategic foresight capability, or those in a leadership position who want to learn more about the tools in a central banking or regulatory context.

This event will be held in-person. Further information and registration details will be provided in due course. Please revisit this page for updates.

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…’ workshops 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

• View forthcoming CCBS events

Apply to attend an event

Please first register to attend our events using your organisation’s official email address:

• Register for our events

Once registered, you can apply for an event, monitor the progress of your application and apply for other CCBS events too:

• Apply to attend an event

If you need further information or assistance, please email the CCBS Event Administration Team at:

• ccbsinfo@bankofengland.co.uk

MS Teams

Our virtual events are conducted via MS Teams. A joining link will be sent for all MS Teams events. Further details on how to join a virtual event can be found in our MS Teams documentation.

Administrative information

Costs

The Bank of England makes no charge for participation; our virtual events 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 event they are attending is being recorded and whether materials/presentations will be shared with them. If so, they will be informed when these are available 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.

• CCBS Conference: Transforming monetary policy – How should we think about uncertainty and risks?
• 6th Workshop on Household Finance and Housing 2025
• 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