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Title | Author/Affiliation | Topic | Year of Publication |
---|---|---|---|
The macrofinancial implications of alternative configurations for access to central counterparties in OTC derivatives markets | on the Global Financial System Study Group established by the Committee - Bank for International Settlements | Cost and Risk | 2011 |
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk | Xin Zhang, Bernd Schwaab, André Lucas - VU University Amsterdam & Tinbergen Institute, European Central Bank, Duisenberg School of Finance | Cost and Risk | 2011 |
Liquidity stress testing: a survey of theory, empirics and current industry and supervisory practices | Iman van Lelyveld, Stefan W Schmitz, Gregory Nguyen, Solange Guerra - Chairman of the RTF Workgroup on Liquidity Stress Testing, Austria, Belgium, Brazil | Cost and Risk | 2013 |
A Macroeconomic Framework for Quantifying Systemic Risk | Zhiguo He, Arvind Krishnamurthy - University of Chicago, Northwestern University | Cost and Risk | 2014 |
Sovereign Risk and Belief-Driven Fluctuations in the Euro Area | Giancarlo Corsetti, Keith Kuester, Andre Meier, Gernot Müller - Cambridge University, University of Bonn, International Monetary Fund, University of Bonn | Cost and Risk | 2013 |
Analyzing Systemic Risk of the European Banking Sector | Viral V. Acharya, Sascha Steffen - New York University, ESMT European School of Management and Technology | Cost and Risk | 2012 |
What are the consequences of active management of average debt maturity in terms of cost and risk? | Jean-Paul Renne | Cost and Risk | 2007 |
Risk aversion and Uncertainty in European Sovereign Bond Markets | Valère Fourel, Julien Idier - Banque de France, Banque de France | Cost and Risk | 2011 |
Are the Federal Reserve’s Stress Test Results Predictable? | Paul Glasserman - Office of Financial Research and Columbia University | Cost and Risk | 2015 |
Managing and trading sovereign risk using credit derivatives and government markets | Samuel Pollege - University of Ulm, Germany | Cost and Risk | 2013 |
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