12 results: page 1 of 1
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
Working Paper
Qualities, challenges and future of genetic algorithms: a literature review
Aymeric Vié ,  Alissa M. Kleinnijenhuis ,  J. Doyne Farmer
Sept 2021
Chapter
Stress Testing the Financial Macrocosm
J. Doyne Farmer ,  Alissa M. Kleinnijenhuis ,  Thom Wetzer
Sept 2021
Journal
Higher-Order Exposures
in SSRN Electronic Journal
Garbrand Wiersema ,  Alissa M. Kleinnijenhuis ,  Esti Kemp ,  Thom Wetzer
Aug 2021
Journal
Systemic Implications of the Bail-In Design
in SSRN Electronic Journal
Alissa M. Kleinnijenhuis ,  Charles Goodhart ,  J. Doyne Farmer
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
Laura Kodres ,  Thom Wetzer ,  Alissa M. Kleinnijenhuis
May 2020
INET Working Paper
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