Systemic Risk Analytics

• Javier Ojea Ferreiro

  

  Javier holds a PhD (2019, cum laude, International PhD Mention, Extraordinary Award) in Quantitative Finance from Complutense University of Madrid (UCM). His doctoral dissertation concerns recent advances in the fields of stress testing and systemic risk.

  Department(s): Financial Stability, Systemic Risk Analytics Research Field(s): Agent-Based Modelling, Applied Econometrics, Economic and Financial Networks, Financial Institutions, Financial Markets, Resource and Energy Economics, Time Series

• Kerem Tuzcuoglu

  

  Kerem Tuzcuoglu is the Director of Systemic Risk Analytics Division in the Financial Stability Department.

  Department(s): Financial Stability, Systemic Risk Analytics Research Field(s): Applied Econometrics, Bayesian Methods, Business Cycles, Econometric Theory, Empirical Finance, Forecasting, International Macroeconomics, Macroeconomics, Monetary Economics, Quantitative Macroeconomics, Time Series, Unconventional Monetary Policy