financial-stability

MATLAB Code for "A crisis of confidence: The counterparty-liquidity risk nexus in an agent-based network model of the interbank market" by N.K. Scholtes (2017)

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.

ASRI: Aggregated Systemic Risk Index for Cryptocurrency Markets — paper + real-time monitoring system | DAI-2509 | Dissensus AI Working Paper

Simulations to demonstrate the effect of core-periphery network structures on the stability of interbank networks.

FX-CPM is an open-source foreign exchange crisis early warning system for probabilistic forecasting of currency, banking, sovereign, monetary, political and conflict risks. It combines regime-aware Forex indicators, macro-financial data, calibrated models, historical backtesting, alerts, and professional HTML/PDF risk reports.

Macro-financial stress testing framework projecting UK bank capital under baseline and adverse macroeconomic scenarios.

Evidence-first macro scenario observatory with World Bank/CSV data, versioned shock graphs, bounded uncertainty, and grounded BYOK AI.

আস্থার খতিয়ান · The Ledger of Trust — a 30-year annotated data essay on Bangladesh's banking sector

End-to-End Python implementation of Markov-Switching VAR framework for detecting endogenous financial fragility. Replicates Delli Gatti et al.'s (2025) methodology using EM algorithm, Hamilton filtering, and HP spectral decomposition to empirically test Minsky's Financial Instability Hypothesis in macroeconomic data.

Local financial-stability lab for solvency, liquidity, fire sales, network contagion, reverse stress, and evidence-bound BYOK AI.

MSc. Thesis docuemnt and code.

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

Models, simulations, live dashboard and working paper on the probability and damage of an AI investment bust. Not investment advice. Apache-2.0 (code), CC BY 4.0 (paper, docs, results).

R package for analyzing and visualizing SMA survey data at NBS with static and interactive charts

End-to-End Python implementation of a fusion of a 2-region New Keynesian DSGE model with fixed-effects panel econometrics (Toledo et. al, 2026). It demonstrates that similarity across fund forecasting models, parameterized by homogeneity φ, compounds correlated forecast errors & amplifies cross-border capital-flow volatility during stressful times.

R package with ggplot2 chart functions for automated Systemic Risk Assessment reports at NBS

Replication code for "Credit Sovereignty in DeFi Lending: Evidence from the KelpDAO Exploit" — a DiD event study of protocol architecture and TVL resilience using DefiLlama on-chain data.

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

Pivot is a stabilization-first financial workflow workspace designed to help households maintain continuity through structured adjustment across changing life circumstances.

Independent research on U.S. banks, built entirely from free public regulatory data (FDIC/FFIEC Call Reports). 2026 Q2 paper: Painted or Real?