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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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