Publications

Filtered Results: 5 found

Jun 2020
Blog
Usable bank capital
Alissa M. Kleinnijenhuis, Thom Wetzer
May 2020
INET Working Paper
No. 2020-14 - Foundations of system-wide financial stress testing with heterogeneous institutions
J. Doyne Farmer, Alissa M. Kleinnijenhuis, Thom Wetzer, Paul Nahai-Williamson
Jun 2019
INET Working Paper
No. 2019-10 - Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels
Garbrand Wiersema, Alissa M. Kleinnijenhuis, Thom Wetzer, J. Doyne Farmer
Jun 2018
Book
Models of Financial Stability and Their Application in Stress Tests
J. Doyne Farmer, Alissa M. Kleinnijenhuis, Thom Wetzer, Christoph Aymanns
Mar 2018
INET Working Paper
No. 2018-6 - Models of Financial Stability and Their Application in Stress Tests
Christoph Aymanns, J. Doyne Farmer, Alissa M. Kleinnijenhuis, Thom Wetzer