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

  • University of Oxford, Students

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

  • Institute for New Economic Thinking at the Oxford Martin School

SCHOLARLY PAPERS

4

DOWNLOADS

611

CITATIONS

2

Scholarly Papers (4)

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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
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, 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

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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

2.

Network-Sensitive Financial Regulation

Downloads 161 (182,984)

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
Garbrand Wiersema, Alissa M. Kleinnijenhuis, Thom Wetzer and J. Doyne Farmer
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)

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