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Personal profile

Introduction

I am a Ph.D candidate at the University of Namur and Catholic University of Louvain, affiliated to the project on Financial Complex Systems.


My current research focuses on the simulation of interbank networks and the application of tools from the complex systems and Agent-Based Modelling literature to understanding the motivations behind bank borrowing/lending behaviour as well as the influence/effectiveness of monetary policy transmission when these considerations are taken into account.


I am particularly interested in concepts pertaining to central banking, financial stability and the design and subsequent implementation of regulatory techniques within this framework

Diplomas

2012 - M.Sc Economics (Research Focus), Catholic University of Louvain, Belgium


2010 - B.Eng Chemical Engineering, McGill University, Canada

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Interbank market Business & Economics
Network model Business & Economics
Quarantine Business & Economics
Agent-based Business & Economics
Imperfect information Business & Economics
Credit Business & Economics
Financial stability Business & Economics
Skewness Business & Economics

Research Output 2014 2014

  • 1 Conference contribution
  • 1 Discussion paper
  • 1 Working paper

Construction of Value at-Risk forecasts under different distributional assumptions within a BEKK framework

Scholtes, N. & Braione, M., 2014, (In preparation) 37 p. (CORE Discussion Paper Series).

Research output: Working paperDiscussion paper

Skewness
Value at risk
Skewed distribution
Multivariate GARCH
Financial assets

Financial stability through self-quarantine vs. system regulation in the interbank market

Scholtes, N., Edwards, M., Hellmann, J., Campbell, E. & Li, L., 2014, (In preparation) Financial stability through self-quarantine vs. system regulation in the interbank market. 15 p.

Research output: Contribution in Book/Catalog/Report/Conference proceedingConference contribution

Interbank market
Imperfect information
Quarantine
Financial stability
Network model
Interbank market
Network model
Agent-based
Credit
Interdependencies

Activities 2014 2014

  • 3 Participation in conference
  • 2 Participation in workshop, seminar, course

Institute for New Economic Thinking, Young Scholars Initiative

Nicolas Scholtes (Speaker)
10 Nov 201411 Nov 2014

Activity: Participating in or organising an event typesParticipation in conference

3L Finance Research Workshop

Nicolas Scholtes (Speaker)
8 Oct 2014

Activity: Participating in or organising an event typesParticipation in conference

Belgian Network Research Meeting

Nicolas Scholtes (Speaker)
3 Oct 2014

Activity: Participating in or organising an event typesParticipation in conference

Central banking in the 21st century: Theoretical and practical implications

Nicolas Scholtes (Participant)
1 Sep 20145 Sep 2014

Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

2014 Complex Systems Summer School, Santa Fe Institute

Nicolas Scholtes (Participant)
8 Jun 20144 Jul 2014

Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

Thesis

Interbank Networks and Financial Stability

Author: Scholtes, N., 6 Sep 2018

Supervisor: Gnabo, J. (Supervisor), Béreau, S. (External person) (Co-Supervisor), Delvenne, J. C. (External person) (Jury), Linden, I. (President), Bernal Diaz, O. (Jury) & Cornand, C. (External person) (Jury)

Student thesis: Doc typesDoctor of Economics and Business Management

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