Carlos Mateo Caicedo Graciano

Banque de France

Economist

31 rue Croix-des-Petits-Champs

Paris, 75001

France

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

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Scholarly Papers (3)

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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
Thomas Allen, Stéphane Dées, Carlos Mateo Caicedo Graciano, Valérie Chouard, Laurent Clerc, Annabelle de Gaye, Antoine Devulder, Sebastien Diot, Noëmie Lisack, Fulvio Pegoraro, Marie Rabate, Romain Svartzman and Lucas Vernet
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
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Citation 4

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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: 46 Posted: 30 Nov 2021 Last Revised: 28 Nov 2022
Guillaume Belly, Boeckelmann Lukas, Carlos Mateo Caicedo Graciano, Alberto Di Iorio, Klodiana Istrefi, Vasileios Siakoulis and Arthur Stalla-Bourdillon
Banque de France, Banque de France, Banque de France, Bank of Italy, Banque de France, Bank of Greece and Banque de France
Downloads 119 (371,138)
Citation 1

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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
Laura Auria, Markus Bingmer, Carlos Mateo Caicedo Graciano, Clémence Charavel, Sergio Gavilá, Alessandra Iannamorelli, Aviram Levy, Alfredo Maldonado, Florian Resch, Anna Maria Rossi and Stephan Sauer
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 89 (452,368)

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