Sven Klingler

BI Norwegian Business School

Assistant Professor

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 31,781

SSRN RANKINGS

Top 31,781

in Total Papers Downloads

1,590

SSRN CITATIONS
Rank 22,887

SSRN RANKINGS

Top 22,887

in Total Papers Citations

26

CROSSREF CITATIONS

12

Scholarly Papers (6)

An Explanation of Negative Swap Spreads: Demand for Duration from Underfunded Pension Plans

Journal of Finance, Forthcoming
Number of pages: 61 Posted: 28 Jul 2016 Last Revised: 21 Feb 2018
Sven Klingler and Suresh M. Sundaresan
BI Norwegian Business School and Columbia Business School - Finance and Economics
Downloads 536 (55,343)
Citation 9

Abstract:

Loading...

Pension funds, liability-driven investment, swap spreads, pension protection act, swap rates, limits of arbitrage

An Explanation of Negative Swap Spreads: Demand for Duration from Underfunded Pension Plans

BIS Working Paper No. 705
Number of pages: 64 Posted: 19 Feb 2018
Sven Klingler and Suresh M. Sundaresan
BI Norwegian Business School and Columbia Business School - Finance and Economics
Downloads 63 (383,355)
Citation 7

Abstract:

Loading...

duration, swap spreads, balance sheet constraints, funding status of pension plans, defined benefits, repo, LIBOR

2.

Safe-Haven CDS Premiums

Number of pages: 82 Posted: 12 Dec 2014 Last Revised: 26 Jan 2018
Sven Klingler and David Lando
BI Norwegian Business School and Copenhagen Business School
Downloads 351 (93,074)
Citation 8

Abstract:

Loading...

CDS premiums, Capital charges, CVA, CDS-bond basis

3.

High Funding Risk, Low Return

Number of pages: 60 Posted: 11 Nov 2016 Last Revised: 24 Dec 2019
Sven Klingler
BI Norwegian Business School
Downloads 308 (107,552)

Abstract:

Loading...

Funding Risk, Hedge Funds, Interbank Risk, Libor, Liquidity

4.

Active Loan Trading

Number of pages: 59 Posted: 07 Jul 2017 Last Revised: 24 Dec 2019
EDHEC Business School, BI Norwegian Business School, Copenhagen Business School and Copenhagen Business School - Department of Finance
Downloads 209 (159,278)

Abstract:

Loading...

Active management, Collateralized loan obligations (CLOs), Market efficiency, Structured finance, Syndicated loans

5.

Life After LIBOR

Number of pages: 50 Posted: 06 Jun 2019 Last Revised: 01 Jun 2020
Sven Klingler and Olav Syrstad
BI Norwegian Business School and Norges Bank
Downloads 73 (349,773)

Abstract:

Loading...

Benchmark Rates, Financial Regulation, Libor, Repo Rates, Collateral

6.

Diminishing Treasury Convenience Premiums: Effects of Dealers' Excess Demand in Auctions

Number of pages: 54 Posted: 13 Apr 2020
Sven Klingler and Suresh M. Sundaresan
BI Norwegian Business School and Columbia Business School - Finance and Economics
Downloads 50 (421,643)

Abstract:

Loading...

Convenience premium, Treasury auctions, tender-cover ratios, primary dealers, risk-free rates, OIS, VIX