Thom Wetzer

University of Oxford, Students

DPhil Candidate in Law and Finance

Oxford

United Kingdom

University of Oxford - Oxford-Man Institute of Quantitative Finance, Students

Oxford

United Kingdom

Institute for New Economic Thinking at the Oxford Martin School

Eagle House

Walton Well Road

Oxford, OX2 6ED

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

611

CITATIONS

2

Scholarly Papers (4)

1.

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, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Students and University of Oxford, Students
Downloads 303 (99,012)
Citation 1

Abstract:

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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

Network-Sensitive Financial Regulation

The Journal of Corporation Law (Forthcoming), European Corporate Governance Institute (ECGI) - Law Working Paper No. 451/2019
Number of pages: 61 Posted: 21 May 2019 Last Revised: 22 Jun 2019
Luca Enriques, Alessandro Romano and Thom Wetzer
University of Oxford Faculty of Law, Yale Law School and University of Oxford, Students
Downloads 139 (207,172)

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Bank Governance, Corporate Governance, Macroprudential Supervision, Network Theory, Systemically Important Financial Institutions (SIFIs), Systemic Risk

Network-Sensitive Financial Regulation

Forthcoming in The Journal of Corporation Law, European Banking Institute Working Paper Series 2019 – no. 43
Number of pages: 65 Posted: 30 Jun 2019
Luca Enriques, Alessandro Romano and Thom Wetzer
University of Oxford Faculty of Law, Yale Law School and University of Oxford, Students
Downloads 22 (523,826)

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Bank Governance, Corporate Governance, Macroprudential Supervision, Network Theory, Systemically Important Financial Institutions (SIFIs), Systemic Risk

3.

In Two Minds: The Governance of Ring-Fenced Banks

Journal of Corporate Law Studies, Vol. 19, Issue 1, pp. 197-249 (2019)
Number of pages: 59 Posted: 01 Feb 2019 Last Revised: 16 Feb 2019
Thom Wetzer
University of Oxford, Students
Downloads 105 (254,866)

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ring-fencing, ring-fenced bank, structural regulation, banking, financial regulation, corporate governance, directors’ duties, director liability, independent directors, shareholder primacy, financial crises, systemic risk

4.

Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels

INET Oxford Working Paper No. 2019-10
Number of pages: 71 Posted: 04 Jul 2019 Last Revised: 25 Jul 2019
University of Oxford, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Students , University of Oxford, Students and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 42 (414,260)

Abstract:

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Financial Stability, Systemic Risk, Interacting Contagion Channels, Financial Contagion, Multiplex Networks, Stress Test, Liquidity-Solvency Nexus