Central Bank Research Hub - JEL classification C63: Computational Techniques; Simulation Modeling

Title Author(s)

Systemic Risk in Financial Systems: a feedback approach

Central Bank of Brazil Working Papers [View] (Paper: 461, 15.08.2017)

JEL: C63, G01, G21, G28

Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data

Bank of Canada Working papers [View] (Paper: 2017-30, 24.07.2017)

JEL: C63, D85

The missing links: A global study on uncovering financial network structures from partial data

European Systemic Risk Board Working papers [View] (Paper: WP51, 14.07.2017)

JEL: C63, D85, G20, L14

Between hawks and doves: measuring central bank communication

European Central Bank Working papers [View] (Paper: 2085, 04.07.2017)

JEL: C02, C63, E52, E58

M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements

Deutsche Bundesbank Discussion Papers [View] (Paper: 15/2017, 16.06.2017)

JEL: C15, C23, C63, G21, G28

Simulating fire-sales in a banking and shadow banking system

European Systemic Risk Board Working papers [View] (Paper: WP46, 09.06.2017)

JEL: C63, D85, G21, G23

Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?

Bank of Canada Working papers [View] (Paper: 2017-21, 01.06.2017)

JEL: C61, C63, C68, E31, E52

Business models of the banks in the euro area

European Central Bank Working papers [View] (Paper: 2070, 26.05.2017)

JEL: C63, G21, L21, L25

The impact of macroprudential housing finance tools in Canada

Bank for International Settlements Working papers [View] (Paper: 632, 03.05.2017)

JEL: C63, D14, G28

A goodness-of-fit test for Generalized Error Distribution

Bank of Italy Working Papers [View] (Paper: 1096, 23.02.2017)

JEL: C14, C15, C63

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