Thom Wetzer

University of Oxford, Faculty of Law

Associate Professor of Law and Finance

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 - Oxford-Man Institute of Quantitative Finance

Oxford

United Kingdom

  • University of Oxford, Faculty of Law

  • Institute for New Economic Thinking at the Oxford Martin School

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

SCHOLARLY PAPERS

5

DOWNLOADS

992

SSRN CITATIONS

10

CROSSREF CITATIONS

1

Scholarly Papers (5)

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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, Faculty of Law
Downloads 356 (89,598)
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 283 (115,358)
Citation 3

Network-Sensitive Financial Regulation

The Journal of Corporation Law (Forthcoming), European Corporate Governance Institute (ECGI) - Law Working Paper No. 451/2019, Oxford Legal Studies Research Paper No. 43/2019
Number of pages: 61 Posted: 21 May 2019 Last Revised: 27 Aug 2019
Luca Enriques, Alessandro Romano and Thom Wetzer
University of Oxford Faculty of Law, Yale Law School and University of Oxford, Faculty of Law
Downloads 238 (137,369)

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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, Faculty of Law
Downloads 45 (440,695)
Citation 2

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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, Faculty of Law
Downloads 177 (182,667)

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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: 104 Posted: 04 Jul 2019 Last Revised: 14 Jan 2020
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, Faculty of Law and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 165 (194,013)
Citation 2

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

5.

Foundations of System-Wide Financial Stress Testing with Heterogeneous Institutions

Bank of England Working Paper No. 861
Number of pages: 83 Posted: 18 May 2020
J. Doyne Farmer, Alissa M. Kleinnijenhuis, Paul Nahai-Williamson and Thom Wetzer
University of Oxford, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Students , Bank of England and University of Oxford, Faculty of Law
Downloads 11 (628,241)

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Systemic risk, stress testing, financial contagion, financial institutions, capital requirements, macroprudential policy