Sven Klingler

BI Norwegian Business School

Assistant Professor

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

13

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133

CROSSREF CITATIONS

15

Scholarly Papers (13)

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 University - Columbia Business School, Finance
Downloads 701 (66,146)
Citation 8

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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 University - Columbia Business School, Finance
Downloads 105 (459,394)
Citation 46

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

2.

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

Number of pages: 62 Posted: 10 Mar 2022
Sven Klingler and Suresh M. Sundaresan
BI Norwegian Business School and Columbia University - Columbia Business School, Finance
Downloads 425 (124,368)
Citation 6

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

3.

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 - Department of Finance
Downloads 423 (125,084)
Citation 9

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

4.

Pension Liquidity Risk

Number of pages: 73 Posted: 25 Jun 2023 Last Revised: 06 Feb 2024
Marshall School of Business - University of Southern California, BI Norwegian Business School, University of St. Gallen and De Nederlandsche Bank
Downloads 405 (131,847)

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pension funds, fixed income, interest rate swaps, liability hedging, liquidity risk, margin calls, price impact

5.

High Funding Risk, Low Return

Number of pages: 62 Posted: 11 Nov 2016 Last Revised: 11 May 2021
Sven Klingler
BI Norwegian Business School
Downloads 386 (138,754)

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

6.

Life After LIBOR

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 60 Posted: 06 Jun 2019 Last Revised: 21 Oct 2020
Sven Klingler and Olav Syrstad
BI Norwegian Business School and BI Norwegian Business School
Downloads 370 (145,504)
Citation 2

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

7.

Active Loan Trading

Number of pages: 59 Posted: 07 Jul 2017 Last Revised: 24 Dec 2019
Johns Hopkins University, BI Norwegian Business School, Copenhagen Business School and Copenhagen Business School - Department of Finance
Downloads 316 (172,641)
Citation 9

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

8.

Corporate Pension Risk Transfers

Number of pages: 65 Posted: 21 Jun 2022 Last Revised: 21 Dec 2022
BI Norwegian Business School, Columbia University - Columbia Business School, Finance and Goldman Sachs Group, Inc. - Goldman Sachs Asset Management
Downloads 262 (209,455)

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Pension funds, defined benefits, de-risking strategies, pension protection act, life insurance

9.

The SOFR Discount

Number of pages: 70 Posted: 12 Jul 2022 Last Revised: 23 Feb 2024
Sven Klingler and Olav Syrstad
BI Norwegian Business School and BI Norwegian Business School
Downloads 213 (255,836)

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Benchmark rates, floating rates, financial regulation, Libor, SOFR

Disclosing the Undisclosed: Commercial Paper as Hidden Liquidity Buffer

Number of pages: 65 Posted: 10 Mar 2022
Sven Klingler and Olav Syrstad
BI Norwegian Business School and BI Norwegian Business School
Downloads 148 (352,234)

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Commercial paper, balance sheet management, disclosure, cash management, window dressing

Cash is Not King: Evidence from the Commercial Paper Market

CEPR Discussion Paper No. DP16043
Number of pages: 70 Posted: 14 May 2021
Sven Klingler, Olav Syrstad and Guillaume Vuillemey
BI Norwegian Business School, BI Norwegian Business School and HEC Paris
Downloads 1 (1,135,166)
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11.

Taking advantage of media attention to climate change: CLOs‘ trading of brown loans

Number of pages: 52 Posted: 01 Feb 2023 Last Revised: 13 Jan 2024
Catholic University of Eichstaett-Ingolstadt, Karlsruhe Institute of Technology, BI Norwegian Business School and Lund University School of Economics and Management
Downloads 145 (357,810)

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climate change, sustainable investing, private markets, leveraged loans, institutional investors, shadow banks, non-banks, CLOs, Paris agreement

12.
Downloads 54 (673,266)

Pension Liquidity Risk

Swiss Finance Institute Research Paper No. 24-16
Number of pages: 75 Posted: 17 Feb 2024
University of Southern California, BI Norwegian Business School, University of St. Gallen and De Nederlandsche Bank
Downloads 35 (822,873)

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Pension funds, fixed income, interest rate swaps, liability hedging, liquidity risk, margin calls, price impact

Pension Liquidity Risk

De Nederlandsche Bank Working Paper No. 801
Number of pages: 76 Posted: 09 Feb 2024 Last Revised: 29 Feb 2024
University of Southern California, BI Norwegian Business School, University of St. Gallen and De Nederlandsche Bank
Downloads 19 (963,456)

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Pension funds, fixed income, interest rate swaps, liability hedging, liquidity risk, margin calls, price impact

13.

How Safe are "Safe" Money Market Funds?

Posted: 25 May 2023
Vaibhav Keshav and Sven Klingler
Tepper School of Business and BI Norwegian Business School

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Money Market Funds, Bank of England, Fixed Income, Euro, UK, Fiscal Policy, Fiscal Crisis