This paper presents the technical note on risk analysis and stress testing for the Sweden financial sector assessment program. Sweden's financial system has weathered the coronavirus disease 2019 pandemic well. Tighter monetary conditions will test the financial system. High corporate advantage...

We explore in this paper a set of lasso-based regression techniques that can be used to help risk managers design portfolio stress tests. The lasso penalty in those regressions yields a sparse factor representation of the portfolio that can be used efficiently to generate various insightful...

This paper revisits the Swedish banking crisis (1919-26) that materialized as post war deflation replaced wartime inflation (1914-18). Inspired by Fisher's 'debt deflation theory', we employ survival analysis to 'predict' which banks would fail, given certain ex-ante bank characteristics. Our...

As a region that is impacted by multiple shocks, multi-hazard early warning systems (MHEWS) that provide timely, actionable information are critical to protecting lives, assets and livelihoods in the Caribbean. As the region experiences the compound and cascading effects of multiple hazards, the...