D.Phil Candidate in Financial and Computational Mathematics, Mathematical Institute, University of Oxford
No. 2019-10 - Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels
23 Jun 19
Currently financial stress test simulations that take into account multiple interacting contagion me...
Models of Financial Stability and Their Application in Stress Tests
13 Jun 18
We review heterogeneous agent models of financial stability and their application in stress tests.