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

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

SCHOLARLY PAPERS

9

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SSRN CITATIONS
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43

CROSSREF CITATIONS

12

Scholarly Papers (9)

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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 502 (85,980)
Citation 7

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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
Christoph Aymanns, J. Doyne Farmer, Alissa M. Kleinnijenhuis and Thom Wetzer
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 447 (98,713)
Citation 5

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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
Christoph Aymanns, Mathias Dewatripont, Tarik Roukny and Tarik Roukny
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 252 (183,751)
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
Christoph Aymanns, Jakob Foerster, Co-Pierre Georg and Matthias Weber
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 203 (225,740)

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5.

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 134 (320,070)
Citation 2

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6.

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 124 (339,188)
Citation 9

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

7.

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
Jorge Abad, Iñaki Aldasoro, Christoph Aymanns, Marco D'Errico, Linda Fache Rousová, Peter Hoffmann, Sam Langfield, Martin Neychev, Tarik Roukny and Tarik Roukny
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 107 (376,594)
Citation 17

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derivatives markets, OTC, financial networks

8.

Bank Solvency and Funding Cost

IMF Working Paper No. 16/64
Number of pages: 31 Posted: 26 Apr 2016
Christoph Aymanns, Carlos Caceres, Christina Daniel and Liliana B. Schumacher
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 99 (396,898)

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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 58 (536,326)
Citation 1

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