Power Cohesion and financial cycle code
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Jun 27, 2022 - MATLAB
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macroprudential
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Macro-Prudential Early Warning System for Hong Kong. Ingests BIS and HKMA data via REST APIs, computes HP-filtered Credit-to-GDP gaps, property price indexes, and liquidity crossover signals, scores them against YAML-configured thresholds, and outputs a normalised composite risk score with Green/Amber/Orange/Red regime classification.
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Jun 26, 2026 - Python
Agent-based simulation of systemic risk and contagion in European interbank networks.
python vue banking agent-based-modeling contagion financial-stability systemic-risk fastapi macroprudential phd-research
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Mar 18, 2026 - Python
Public-data macroprudential stress-testing and systemic-risk dashboard for European banks using EBA, ECB, Eurostat and GLEIF data.
python stress-testing banking econometrics network-analysis eurostat ecb eba financial-stability gleif systemic-risk streamlit duckdb macroprudential
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May 4, 2026 - Python
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