Macroprudential capital requirements and systemic risk C Gauthier, A Lehar, M Souissi journal of Financial Intermediation 21 (4), 594-618, 2012 | 360 | 2012 |
Macroprudential regulation and systemic capital requirements C Gauthier, A Lehar, M Souissi Bank of Canada Working Paper, 2010 | 145 | 2010 |
Understanding systemic risk: the trade-offs between capital, short-term funding and liquid asset holdings C Gauthier, Z He, M Souissi Bank of Canada Working Paper, 2010 | 42 | 2010 |
Understanding systemic risk in the banking sector: A macrofinancial risk assessment framework C Gauthier, M Souissi Bank of Canada Review 2012 (Spring), 29-38, 2012 | 23 | 2012 |
Introducing funding liquidity risk in a macro stress-testing framework C Gauthier, M Souissi, X Liu 37th issue (December 2014) of the International Journal of Central Banking, 2018 | 17 | 2018 |
The Transmission of Liquidity Shocks: The Role of Internal Capital Markets and Bank Funding Strategies MPD Karam, O Merrouche, M Souissi, R Turk International Monetary Fund, 2014 | 17 | 2014 |
Emergency liquidity facilities, signalling and funding costs C Gauthier, A Lehar, H Pérez Saiz, M Souissi Bank of Canada Staff Working Paper, 2015 | 13 | 2015 |
Quantifying contagion risk in funding markets: A model-based stress-testing approach K Anand, C Gauthier, M Souissi Bank of Canada Working Paper, 2015 | 12 | 2015 |
Empirical estimation of fiscal multipliers in MENA oil-exporting countries with an application to Algeria M Elkhdari, M Souissi, MA Jewell International Monetary Fund, 2018 | 9 | 2018 |
What Matters in Determining Capital Surcharge for Systemically Important Financial Institutions? C Gauthier, T Gravelle, X Liu, M Souissi Simulation in Computational Finance and Economics: Tools and Emerging …, 2013 | 9 | 2013 |
The transmission of liquidity shocks: Evidence from credit rating downgrades PD Karam, O Merrouche, M Souissi, R Turk-Ariss CEPR Discussion Paper No. DP10252, 2014 | 6 | 2014 |
Why one facility does not fit all? Flexibility and signalling in the Discount Window and TAF C Gauthier, A Lehar, HP Saiz, M Souissi Bank of Canada Working Paper, 2014 | 4 | 2014 |
An Option Pricing Approach to Stress% testing the Canadian Mortgage Portfolio. M Souissi Bank of Canada Annual Economic Conference Paper, 2007 | 4 | 2007 |
Capturing information contagion in a stress-testing framework K Anand, P Gai, C Gauthier, M Souissi Bundesbank Discussion Paper, 2016 | 3 | 2016 |
Real effect of credit rating downgrades P Karam, O Merrouche, M Souissi, R Turk VOX CEPR Policy Portal, 2015 | 2 | 2015 |
An approach to stress testing the Canadian mortgage portfolio M Souissi Bank of Canada Financial System Review–December, 2007 | 1 | 2007 |
A Semi-Structural Model for Credit Cycle and Policy Analysis–An Application for Luxembourg C de Resende, A Solovyeva, M Souissi IMF Working Papers, 2024 | | 2024 |
A Semi-Structural Model for Credit Cycle and Policy Analysis C de Resende, A Solovyeva, M Souissi | | 2024 |
The Transmission of Liquidity Shocks: Evidence from Credit Rating Downgrades O Merrouche, P Karam, R Turk, M Souissi CEPR Discussion Papers, 2014 | | 2014 |
DP10252 The Transmission of Liquidity Shocks: Evidence from Credit Rating Downgrades P Karam, O Merrouche, M Souissi, R Turk | | 2014 |