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Eric Schaanning
Eric Schaanning
Credit Suisse
Email verificata su credit-suisse.com
Titolo
Citata da
Citata da
Anno
On dependence consistency of CoVaRand some other systemic risk measures
G Mainik, E Schaanning
Statistics & Risk Modeling 31 (1), 49-77, 2014
2262014
Fire sales, indirect contagion and systemic stress testing
R Cont, E Schaanning
Indirect Contagion and Systemic Stress Testing (June 13, 2017), 2017
2002017
Monitoring indirect contagion
R Cont, E Schaanning
Journal of Banking & Finance 104, 85-102, 2019
1032019
Key indicators for a countercyclical capital buffer in Norway-Trends and uncertainty
KR Gerdrup, AB Kvinlog, E Schaanning
Staff Memo, 2013
522013
Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities
Z Feinstein, W Pang, B Rudloff, E Schaanning, S Sturm, M Wildman
SIAM Journal on Financial Mathematics 9 (4), 1286-1325, 2018
372018
Taking regulation seriously: fire sales under solvency and liquidity constraints
J Coen, C Lepore, E Schaanning
Bank of England working paper, 2019
262019
The making of a cyber crash: a conceptual model for systemic risk in the financial sector
G Ros
ESRB: Occasional Paper Series, 2020
142020
Bang for (breaking) the buck: Regulatory constraints and money market funds reforms
M Baes, A Bouveret, E Schaanning
European Securities and Markets Authority (ESMA), Economics, Financial …, 2023
8*2023
Fire sales and systemic risk in financial networks
EF Schaanning
Imperial College London, 2017
82017
Reverse stress testing: Scenario design for macroprudential stress tests
M Baes, E Schaanning
Mathematical Finance 33 (2), 209-256, 2023
72023
Finding the Blind Spots Before It's Too Late: A (Reverse) Stress Testing Approach for Asset Liability Management.
E Schaanning, C Hardy, F Nunez, A Stepanyan
Available at SSRN, 2023
2023
Macro stress testing: A threshold model for fire sales and price-mediated contagion.
R Cont, E Schaanning
2015
Money Market Funds Regulatory Reforms and Resilience
A Bouveret, M Baes, E Schaanning
Available at SSRN 4690815, 0
Fallen angels and indirect contagion: Rationale for and lessons from a system-wide analysis
J Fell, F Mazzaferro, R Portes, E Schaanning
Measures of Systemic Risk: Analysing CoVaR
E Schaanning, G Mainik
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–15