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.
Power Cohesion and financial cycle code
Agent-based simulation of systemic risk and contagion in European interbank networks.
End-to-End Python implementation of a fusion of a 2-region New Keynesian DSGE model with fixed-effects panel econometrics (Toledo et. al, 2026). It demonstrates that similarity across fund forecasting models, parameterized by homogeneity φ, compounds correlated forecast errors & amplifies cross-border capital-flow volatility during stressful times.
Public-data macroprudential stress-testing and systemic-risk dashboard for European banks using EBA, ECB, Eurostat and GLEIF data.
Add a description, image, and links to the macroprudential topic page so that developers can more easily learn about it.
To associate your repository with the macroprudential topic, visit your repo's landing page and select "manage topics."