macroprudential

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.

Public-data macroprudential stress-testing and systemic-risk dashboard for European banks using EBA, ECB, Eurostat and GLEIF data.

Agent-based simulation of systemic risk and contagion in European interbank networks.