Stefano Gurciullo is a PhD candidate at UCL School of Public Policy and at the Financial Computing Doctoral Training Centre. He holds a Mres in Financial Computing and a Msc in Security Studies from UCL, and a BA in Economics and Politics from the School of Oriental and African Studies (SOAS), London.
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We develop a novel stress-test framework to monitor systemic risk in financial systems. The modular structure of the framework allows to accommodate for a variety of shock scenarios, methods to estimate interbank exposures and mechanisms of distress propagation.