Graeme Stuart Cokayne

Senior Quantitative Risk Analyst
Financial Stability
Fields of Interest: Financial Markets, Systemic Financial Risk, Network Theory, Macroeconomics

Professional Experience
Senior Quantitative Risk Analyst, Systemic Risk - Analysis and Policies Division, Danmarks Nationalbank, 2016-
Lecturer in Economics and Finance, Lund University 2011-2016
Manager, Reserve Bank of Australia, 2006-2008
Economist, Reserve Bank of Australia, 2001-2006

Ph.D., Economics, Lund University, 2016
M.Sc., Economics, Lund University, 2010
B.Econ. (Hons), Sydney University, 2000

Working Papers
'Identification and Assessment of Systemic Risks in Financial Networks: Modelling Fire Sales from Regulatory Cliff Effects' with Andreas Brøgger

Work in Progress
'Agent-based model of Danish Housing Market', with Rastin Martin

'Adjustable Macro-prudential Policy as a Potential Fire Break'