Threadneedle Street
London, EC2R 8AH
United Kingdom
Bank of England
differential equations, ordinary differential equations, numerical methods, Euler's method, Runge-Kutta methods, trapezium rule
Financial networks, systemic risk, financial contagion, macroprudential policy, stress testing
Stress testing, system-wide models, contagion, systemic risk, market-based finance, real-financial linkages, sectoral interlinkages, macroprudential policy
Stress testing, system-wide models, contagion, systemic risk, market-based finance, real-financial linkages, macro-prudential policy., bank resilience channel, modelling frontier, bank financial system, models of contagion, variation margin, Asset liquidity, Commercial banks, Liquidity, Solvency, Global