Sven Klingler

BI Norwegian Business School

Assistant Professor

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

5

DOWNLOADS
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SSRN RANKINGS

Top 32,881

in Total Papers Downloads

1,361

SSRN CITATIONS
Rank 46,618

SSRN RANKINGS

Top 46,618

in Total Papers Citations

0

CROSSREF CITATIONS

10

Scholarly Papers (5)

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 485 (56,923)
Citation 4

Abstract:

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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 60 (361,419)

Abstract:

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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 335 (89,548)
Citation 2

Abstract:

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

3.

High Funding Risk, Low Return

Number of pages: 49 Posted: 11 Nov 2016 Last Revised: 01 Sep 2019
Sven Klingler
BI Norwegian Business School
Downloads 291 (104,134)

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

4.

Active Loan Trading

Number of pages: 45 Posted: 07 Jul 2017 Last Revised: 19 Dec 2018
EDHEC Business School, BI Norwegian Business School, Copenhagen Business School and Copenhagen Business School - Department of Finance
Downloads 160 (185,053)

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

5.

Burying LIBOR

Number of pages: 35 Posted: 06 Jun 2019 Last Revised: 11 Aug 2019
Sven Klingler and Olav Syrstad
BI Norwegian Business School and Norges Bank
Downloads 30 (467,219)

Abstract:

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