Carlos Mateo Caicedo Graciano

Banque de France

Economist

31 rue Croix-des-Petits-Champs

Paris, 75001

France

http://https://www.banque-france.fr/

SCHOLARLY PAPERS

3

DOWNLOADS

590

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Climate-Related Scenarios for Financial Stability Assessment: An Application to France

Banque de France Working Paper No. 774
Number of pages: 68 Posted: 21 Jul 2020
Banque de France, Banque de France, Banque de France, Banque de France, Banque de France, Banque de France, Banque de France, Banque de France, European University Institute, Banque de France - Economics and Finance Research Center, Banque de France, Banque de France and Institut d'Etudes Politiques de Paris (Sciences Po), Department of Economics, Students
Downloads 452 (88,146)
Citation 4

Abstract:

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Climate Change, Scenario Analysis, Economic Modelling, Financial Stability

2.

Forecasting Sovereign Risk in the Euro Area via Machine Learning

Number of pages: 32 Posted: 30 Nov 2021
Banque de France, Banque de France, Banque de France, Bank of Italy, Banque de France, Bank of Greece and Banque de France
Downloads 87 (386,641)

Abstract:

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Sovereign Risk, Machine Learning, forecasting, euro area, Google Trends, Text Mining, XGBOOST, Support Vector Machines, Neural Networks, Random Forests.

3.

Overview of Central Banks’ In-house Credit Assessment Systems in the Euro Area

Banco de Espana Occasional Paper No. 2131
Number of pages: 60 Posted: 09 Dec 2021 Last Revised: 11 Apr 2022
Deutsche Bundesbank, Deutsche Bundesbank, Banque de France, Banque de France, Banco de España, Bank of Italy, Bank of Italy, Banco de España, Oesterreichische Nationalbank (OeNB), Bank of Italy and European Central Bank (ECB)
Downloads 51 (508,840)

Abstract:

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credit assessments, credit risk models, credit claims, ratings, ICAS