Christoph Aymanns

London School of Economics & Political Science (LSE) - London School of Economics

United Kingdom

University of St. Gallen - School of Finance

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

SCHOLARLY PAPERS

9

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2,336

SSRN CITATIONS
Rank 16,553

SSRN RANKINGS

Top 16,553

in Total Papers Citations

66

CROSSREF CITATIONS

18

Scholarly Papers (9)

1.

Exit Spirals in Coupled Networked Markets

Forthcoming in Operations Research, University of St.Gallen, School of Finance Research Paper No. 2018/10
Number of pages: 70 Posted: 07 Dec 2016 Last Revised: 09 Jan 2023
Christoph Aymanns, Co-Pierre Georg and Benjamin Golub
London School of Economics & Political Science (LSE) - London School of Economics, EDHEC Business School and Northwestern University
Downloads 563 (90,456)
Citation 5

Abstract:

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network games, fragility, macroprudential regulation, over-the-counter markets

2.

Models of Financial Stability and Their Application in Stress Tests

Forthcoming, Handbook of Computational Economics (Blake LeBaron and Cars Hommes) , University of St.Gallen, School of Finance Research Paper No. 2018/5
Number of pages: 66 Posted: 22 Aug 2017 Last Revised: 29 Apr 2018
London School of Economics & Political Science (LSE) - London School of Economics, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Stanford Institute for Economic Policy Research, Stanford University and University of Oxford, Faculty of Law
Downloads 465 (114,333)
Citation 17

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stress testing, systemic risk, contagion, leverage cycles, multi-layered networks, heterogeneous agent models, financial systems, financial stability, computational economics, complex systems, banks, non-banks, microprudential stress tests, macroprudential stress tests

3.

Vertically Disintegrated Platforms

Number of pages: 35 Posted: 10 Jan 2020 Last Revised: 20 Feb 2020
London School of Economics & Political Science (LSE) - London School of Economics, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Massachusetts Institute of Technology (MIT)KU Leuven - Faculty of Business and Economics (FEB)
Downloads 312 (178,716)
Citation 5

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digital economy, multi-sided platform, payment system, distributed ledger technology, blockchain, central bank digital currency

4.

Fake News in Social Networks

Swiss Finance Institute Research Paper No. 22-58
Number of pages: 39 Posted: 27 Jul 2022 Last Revised: 04 Nov 2022
London School of Economics & Political Science (LSE) - London School of Economics, University of Oxford, EDHEC Business School and University of St. Gallen - School of Finance
Downloads 291 (192,338)

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5.

Shedding Light on Dark Markets: First Insights from the New Eu-Wide OTC Derivatives Dataset

ESRB: Occasional Paper Series No. 2016/11
Number of pages: 45 Posted: 05 Nov 2020
Centre for Monetary and Financial Studies (CEMFI), Bank for International Settlements (BIS), London School of Economics & Political Science (LSE) - London School of Economics, University of Zurich, affiliation not provided to SSRN, European Central Bank (ECB), European Central Bank, affiliation not provided to SSRN and Massachusetts Institute of Technology (MIT)KU Leuven - Faculty of Business and Economics (FEB)
Downloads 224 (249,268)
Citation 41

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derivatives markets, OTC, financial networks

6.

Taming the Basel Leverage Cycle

Number of pages: 40 Posted: 16 Jul 2015
Christoph Aymanns, Fabio Caccioli, J. Doyne Farmer and Vincent Tan
London School of Economics & Political Science (LSE) - London School of Economics, University College London, University of Oxford and University of Oxford - Oxford-Man Institute of Quantitative Finance
Downloads 154 (347,869)
Citation 6

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7.

The Dynamics of the Leverage Cycle

Number of pages: 41 Posted: 21 Jul 2014 Last Revised: 18 Aug 2014
Christoph Aymanns and J. Doyne Farmer
London School of Economics & Political Science (LSE) - London School of Economics and University of Oxford
Downloads 144 (367,437)
Citation 9

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Leverage cycles, pro-cyclical and countercyclical leverage, systemic risk, financial market simulation

8.

Bank Solvency and Funding Cost

IMF Working Paper No. 16/64
Number of pages: 31 Posted: 26 Apr 2016
London School of Economics & Political Science (LSE) - London School of Economics, International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 112 (445,022)

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Solvency, funding cost, bank fundamentals, bank, banks, interest, capital, risk, General, All Countries,

9.

Contagious Synchronization and Endogenous Network Formation in Financial Networks

Number of pages: 41 Posted: 31 Jul 2014
Christoph Aymanns and Co-Pierre Georg
London School of Economics & Political Science (LSE) - London School of Economics and EDHEC Business School
Downloads 71 (593,766)
Citation 1

Abstract:

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social learning, endogenous financial networks, multi-agent simulations, systemic risk