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

8

DOWNLOADS
Rank 29,658

SSRN RANKINGS

Top 29,658

in Total Papers Downloads

1,708

SSRN CITATIONS
Rank 26,623

SSRN RANKINGS

Top 26,623

in Total Papers Citations

20

CROSSREF CITATIONS

10

Scholarly Papers (8)

Actions:
Email selected abstracts
1.

Fake News in Social Networks

University of St.Gallen, School of Finance Research Paper No. 2018/4
Number of pages: 24 Posted: 23 Aug 2017 Last Revised: 07 Feb 2018
Christoph Aymanns, Jakob Foerster and Co-Pierre Georg
London School of Economics & Political Science (LSE) - London School of Economics, University of Oxford and University of Cape Town
Downloads 506 (59,715)
Citation 4

Abstract:

Loading...

Social Learning, Networks, Multi-Agent Deep Reinforcement Learning

2.

Illiquidity Spirals in Coupled Over-the-Counter Markets

University of St.Gallen, School of Finance Research Paper No. 2018/10
Number of pages: 75 Posted: 07 Dec 2016 Last Revised: 06 Sep 2018
Christoph Aymanns, Co-Pierre Georg and Benjamin Golub
London School of Economics & Political Science (LSE) - London School of Economics, University of Cape Town and Harvard University
Downloads 404 (78,520)
Citation 8

Abstract:

Loading...

market liquidity, funding liquidity, over-the-counter markets

3.

Models of Financial Stability and Their Application in Stress Tests

Forthcoming, Handbook of Computational Economics (Blake LeBaron and Cars Hommes)
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, MIT Sloan School of Management and University of Oxford, Faculty of Law
Downloads 365 (88,374)
Citation 3

Abstract:

Loading...

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

4.

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 - Financial Computing and Analytics Group, Department of Computer Science, University of Oxford and University of Oxford
Downloads 117 (257,067)
Citation 2

Abstract:

Loading...

5.

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 104 (279,303)
Citation 9

Abstract:

Loading...

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

6.

Vertically Disintegrated Platforms

Number of pages: 35 Posted: 10 Jan 2020 Last Revised: 20 Feb 2020
Christoph Aymanns, Mathias Dewatripont 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)
Downloads 85 (317,989)

Abstract:

Loading...

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

7.

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 80 (329,751)

Abstract:

Loading...

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

8.

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 University of Cape Town
Downloads 47 (430,019)
Citation 1

Abstract:

Loading...

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