Postdoctoral Research Associate at the MIT Sloan School of Management & Research Fellow at the Mathematical Institute, University of Oxford
Alissa M. Kleinnijenhuis is a Postdoctoral Associate at the MIT Sloan School of Management and the MIT Golub Centre of Finance and Policy. She is also a Research Fellow at the Mathematical and Computational Finance (MCF) Group at the Mathematical Institute of University of Oxford and the Institute of New Economic Thinking at the Oxford Martin School (INET). Kleinnijenhuis is a visiting scholar at the Bank of England and a consultant at the European Central Bank. She was a visiting scholar at Yale University.
Her research has focused on developing system-wide models to assess systemic risk and evaluate the systemic implications of financial regulation. She is currently collaborating with various central banks – also including the International Monetary Fund and South-African Reserve Bank – to make microprudential (i.e. institution-specific) stress tests more macroprudential (i.e. system-wide) and evaluate financial policies. She has also evaluated systemic risk from the industry-perspective, as a researcher at Morgan Stanley and Rogge Global Partners (now Allianz Global Investors).
Her research covers system-wide stress testing, systemic risk, financial regulation, climate finance, artificial intelligence in financial system-models, market ecology, and market-based measures of systemic risk.
Kleinnijenhuis holds a BS from University College Utrecht with a double major in Mathematics and Economics (of which she spent one year at UC Santa Barbara), a MSc in Mathematics and Finance from the Imperial College London, and she completed her DPhil (PhD) thesis in Mathematics at the University of Oxford – being part of MCF, INET and the OMI.
No. 2019-10 - Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels
23 Jun 19
Currently financial stress test simulations that take into account multiple interacting contagion me...
Models of Financial Stability and Their Application in Stress Tests
13 Jun 18
We review heterogeneous agent models of financial stability and their application in stress tests.