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

• Ruben Hipp

  

  Ruben is a Principal Economist in the Financial Stability Department.

  Department(s): Financial Stability, Systemic Risk Analytics Research Field(s): Agent-Based Modelling, Applied Econometrics, Econometric Theory, Economic and Financial Networks, 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

• Gabriel Bruneau

  

  Gabriel Bruneau is a Principal Economist in the Financial Stability Department at the Bank of Canada.

  Department(s): Financial Stability, Systemic Risk Analytics Research Field(s): Applied Econometrics, Monetary Economics, Quantitative Macroeconomics Alma Mater: Université de Montréal