Jose Fique

Jose Fique

Senior Analyst

Jose Fique is a senior analyst in the Financial Stability Department. His main interests include banking theory, financial networks, systemic risk and the design of prudential policies. He received his PhD in Economics from Indiana University.

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Jose Fique

Senior Analyst
Financial Stability
Model Development and Research

Bank of Canada
234 Laurier Avenue West
Ottawa, ON, K1A 0G9

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A Microfounded Design of Interconnectedness-Based Macroprudential Policy

Staff Working Paper 2016-6 Jose Fique
To address the challenges posed by global systemically important banks (G-SIBs), the Basel Committee on Banking Supervision recommended an “additional loss absorbency requirement” for these institutions. Along these lines, I develop a microfounded design of capital surcharges that target the interconnectedness component of systemic risk.
Content Type(s): Staff Research, Staff Working Papers Topic(s): Financial Institutions, Financial system regulation and policies JEL Code(s): D, D8, D82, D85, G, G2, G21, G28

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Education

  • PhD in Economics, Indiana University
  • MA in Economics, Indiana University
  • BA in Economics, Universidade do Porto

Research Interests

  • Banking theory
  • Systemic risk
  • Financial networks
  • Macroprudential policy

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