Adam Brinley Codd

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

509

TOTAL CITATIONS

14

Scholarly Papers (4)

1.

Numerical Solution of Differential Equations

Number of pages: 251 Posted: 30 May 2024
Saeed Amen, Paul Bilokon, Adam Brinley Codd, Minal Fofaria and Tejas Shah
Cuemacro, Thalesians, Bank of England, Imperial College London and affiliation not provided to SSRN
Downloads 172 (358,512)

Abstract:

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differential equations, ordinary differential equations, numerical methods, Euler's method, Runge-Kutta methods, trapezium rule

2.

The Decline of Solvency Contagion Risk

Bank of England Working Paper No. 662
Number of pages: 22 Posted: 06 Jul 2017
Marco Bardoscia, Paolo Barucca, Adam Brinley Codd and John Hill
Bank of England, University of Zurich - Department Finance, Bank of England and Bank of England
Downloads 153 (396,410)
Citation 14

Abstract:

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Financial networks, systemic risk, financial contagion, macroprudential policy, stress testing

3.

Macroprudential stress‑test models: a survey

Bank of England Working Paper No. 1037
Number of pages: 50 Posted: 29 Sep 2023
Bank of England, Bank of England, Bank of England, Bank of England, Bank of England and International Monetary Fund (IMF)
Downloads 119 (483,578)

Abstract:

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Stress testing, system-wide models, contagion, systemic risk, market-based finance, real-financial linkages, sectoral interlinkages, macroprudential policy

4.

Macro-Prudential Stress Test Models: A Survey

IMF Working Paper No. 2023/173
Number of pages: 50 Posted: 06 Sep 2023
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England, Bank of England, Bank of England and International Monetary Fund (IMF)
Downloads 65 (701,813)

Abstract:

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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