Health Economics & Outcome Research: Open Access

ISSN - 2471-268X

José Pedro Fique

José Pedro Fique

Data Science/Financial Stability Expert at Single Resolution Board.

Worked on the development of the Bank of Canada’s Stress Testing model, the Macro Financial Risk Assessment Framework (MFRAF): Enhanced MFRAF’s existing liquidity risk module to better capture feedback effects between solvency and liquidity risks; Model Back-testing; Streamlined the data management process of the model and created model documentation and contributed to the model governance process; Played a leading role in a policy project related to the assessment of financial stability vulnerabilities and risks using insights from network theory; Processed and analysed, among other data sets, mutual funds holdings-level data to extract from who-to-whom interlinkages.

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