12 Grafton Rd
Private Bag 92019
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Canberra, Australian Capital Territory 2601
Australia
Threadneedle Street
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University of Auckland Business School
Australian National University (ANU)
Bank of England
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Contagion, Network Models, Systemic Risk, Liquidity Risk, Financial Crises
systemic risk, financial stability models, funding liquidity risk, contagion
Systemic financial crises, financial innovation, macroeconomic stability, modern financial systems, fire sales
credit networks, financial markets, credit crises
Contagion, financial crises, network models, systemic risk
Interbank Network, Stress Test, Systemic Risk, Firesales
Financial stability, procyclicality, collateral constraints
Crisis management, IMF conditionality, private sector involvement, common agency probelms
Debt maturity, international financial architecture, creditor pre-emption
asset encumbrance, covered bonds, financial fragility, guarantees, rollover risk, wholesale funding
Safe Assets, International Monetary System, International Currencies
liquidity risk, contagion, stress testing, global games
Moral hazard, international lending, financial crises
Safe Assets, International Liquidity, Discrete Choice
Safe assets, international liquidity, discrete choice
cyber attacks, bank runs, global games, weaker-link public goods
Policy gambles, policy uncertainty, multiple equilibria, economic populism, Brexit
Beauty contests, pandemic, Covid-19, political narratives, leadership
Policy uncertainty, electoral competition, multiple equilibria, political consensus
Reflection problem, beauty contests, market expectations, central bank independence
sovereign debt restructuring, holdout creditors, bankruptcy procedures, absolute priority
asset encumbrance, encumbrance limits, encumbrance surcharges, fragility, rollover risk, runs, secured debt, unsecured debt, wholesale funding
Central bank communication, Targeted disclosure, Market expectations
financial networks, systemic risk, contagion, financial crises, macroprudential policy, stress testing, systemically important financial institutions (SIFIs)
Systemic Risk, Financial Stability Models, Funding Liquidity Risk