Publications

Filtered Results: 9 found

Jun 2022
INET Working Paper 		No. 2022-07 - The Great Carbon Arbitrage
Tobias Adrian, Patrick Bolton, Alissa M. Kleinnijenhuis
Sept 2021
Blog 		Blog: Is the Too-Big-To-Fail Problem Resolved?
J. Doyne Farmer, Charles Goodhart, Alissa M. Kleinnijenhuis
Sept 2021
Chapter 		Stress Testing the Financial Macrocosm
J. Doyne Farmer, Alissa M. Kleinnijenhuis, Thom Wetzer
Aug 2021
INET Working Paper 		No. 2021-21 - Systemic implications of the bail-in design
Alissa M. Kleinnijenhuis, Charles Goodhart, J. Doyne Farmer
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