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MOEZ SOUISSI
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Cited by
Year
Macroprudential capital requirements and systemic risk
C Gauthier, A Lehar, M Souissi
journal of Financial Intermediation 21 (4), 594-618, 2012
3522012
Macroprudential regulation and systemic capital requirements
C Gauthier, A Lehar, M Souissi
Bank of Canada Working Paper, 2010
1452010
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
432010
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
242012
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
182014
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
172018
Emergency liquidity facilities, signalling and funding costs
C Gauthier, A Lehar, H Pérez Saiz, M Souissi
Bank of Canada Staff Working Paper, 2015
132015
Quantifying contagion risk in funding markets: A model-based stress-testing approach
K Anand, C Gauthier, M Souissi
Bank of Canada Working Paper, 2015
112015
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
92018
What matters in determining capital surcharges for systemically important financial institutions?
C Gauthier, T Gravelle, X Liu, M Souissi
Bank of Canada, 2011
72011
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
62014
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
42014
An Option Pricing Approach to Stress% testing the Canadian Mortgage Portfolio.
M Souissi
Bank of Canada Annual Economic Conference Paper, 2007
42007
Capturing information contagion in a stress-testing framework
K Anand, P Gai, C Gauthier, M Souissi
Bundesbank Discussion Paper, 2016
32016
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
32013
Real effect of credit rating downgrades
P Karam, O Merrouche, M Souissi, R Turk
VOX CEPR Policy Portal, 2015
22015
An approach to stress testing the Canadian mortgage portfolio
M Souissi
Bank of Canada Financial System Review–December, 2007
12007
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
Liquidity Emergency Facilities in the Recent Crisis: Flexibility vs Signalling in the Discount Window and TAF
C Gauthier, A Lehar, HP Saiz, M Souissi
2013
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