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Moez Souissi - Central bank research hub

Papers by year: All | 2016 | 2015 | 2014 | 2010

Capturing information contagion in a stress-testing framework

by Prasanna Gai , Moez Souissi , Kartik Anand and Céline Gauthier

Deutsche Bundesbank Discussion Papers (Paper: 29/2016, 11.08.2016)

JEL: C72, E58, G01, G21, G28
Emergency Liquidity Facilities, Signalling and Funding Costs

by Céline Gauthier , Héctor Pérez Saiz , Alfred Lehar and Moez Souissi

Bank of Canada Working Papers (Paper: 2015-44, 03.12.2015)

Abstract

JEL: G01, G21, G28
Introducing Funding Liquidity Risk in a Macro Stress-Testing Framework

by Céline Gauthier , Xuezhi Liu and Moez Souissi

IJCB International Journal of Central Banking (Paper: 14q4a4, 01.12.2014)

Abstract

JEL: C72, E58, G01, G21, G28
Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings

by Moez Souissi , Zhongfang He and Céline Gauthier

Bank of Canada Working Papers (Paper: 2010-29, 10.11.2010)

Abstract
Macroprudential Regulation and Systemic Capital Requirements

by Moez Souissi , Céline Gauthier and Alfred Lehar

Bank of Canada Working Papers (Paper: 2010-04, 19.02.2010)

Abstract
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