José F. Email & Phone Number

Luxembourg

Brussels Area, Belgium

Frankfurt Am Main Area, Germany

Ottawa, Canada Area

▪ 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… Show more ▪ 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 Show less

Bloomington, Indiana Area

Bloomington, Indiana Area

Microeconomics

Grant awarded by Fundação para a Ciência e Tecnologia.

Macroeconomics

Collaboration on the IES Program

Doctor Of Philosophy (Ph.D.), Economics

Summer School, Macroprudential Regulation Of Banks

Taught by Jean-Charles Rochet

Doctoral Coursework Certificate (Abd), Economics

Summer School, Analysis And Management Of Financial Risk

Economics

Activities and Societies: 2006/07 Member of the second year committee of Economics responsible for the pedagogic department, 2007/08.