Xuezhi Liu is a Senior Economist in the Financial Stability Department at the Bank of Canada. His work focuses on the assessment of vulnerabilities and risks in the Canadian financial system and the associated prudential policies. Prior to joining the Bank, Mr. Liu worked in the financial risk department of a major Canadian financial institution in Toronto. He obtained an Honors Bachelor of Arts degree in Economics and a Master of Science degree in Applied Mathematics, both from the University of Western Ontario.
Staff Analytical Notes
Staff Discussion Papers
- "Introducing funding liquidity risk in a macro stress-testing framework."
(with Céline Gauthier and Moez Souissi). International Journal of Central Banking 10.4 (2014): 105-141.
- "What Matters in Determining Capital Surcharge for Systemically Important Financial Institutions?."
(with Céline Gauthier, Toni Gravelle and Moez Souissi). In Simulation in Computational Finance and Economics: Tools and Emerging Applications. IGI Global, (2013): 211-224.