Anne-Caroline Hüser

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

7

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1,943

SSRN CITATIONS
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Top 24,028

in Total Papers Citations

30

CROSSREF CITATIONS

10

Scholarly Papers (7)

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1.

Too Interconnected to Fail: A Survey of the Interbank Networks Literature

SAFE Working Paper No. 91
Number of pages: 47 Posted: 13 Mar 2015 Last Revised: 11 Nov 2016
Anne-Caroline Hüser
Bank of England
Downloads 1,433 (20,984)
Citation 26

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Interbank networks, systemic risk, contagion, banking, macro-prudential policy

2.

The Systemic Implications of Bail-In: A Multi-Layered Network Approach

ECB Working Paper No. 2010
Number of pages: 43 Posted: 03 Feb 2017
Anne-Caroline Hüser, Grzegorz Halaj, Christoffer Kok, Cristian Perales and Anton F. van der Kraaij
Bank of England, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Maastricht University
Downloads 159 (284,774)
Citation 7

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bail-in, resolution regimes, financial networks, policy simulation, systemic risk

3.

How does the repo market behave under stress? Evidence from the Covid-19 crisis

Bank of England Working Paper No. 910
Number of pages: 30 Posted: 02 Mar 2021 Last Revised: 18 Jun 2021
Anne-Caroline Hüser, Caterina Lepore and Luitgard Anna Maria Veraart
Bank of England, International Monetary Fund (IMF) and London School of Economics & Political Science (LSE) - Department of Mathematics
Downloads 133 (328,614)
Citation 3

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Repo market, liquidity risk, financial networks, market microstructure, Covid-19 crisis

4.

Comparing minds and machines: implications for financial stability

Bank of England Working Paper No. 937
Number of pages: 37 Posted: 28 Aug 2021
Marcus Buckmann, Andrew Haldane and Anne-Caroline Hüser
Bank of England, Bank of England and Bank of England
Downloads 71 (494,656)

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Artificial intelligence, machine learning, financial stability, innovation, systemic risk

5.

How Does the Repo Market Behave Under Stress? Evidence from the COVID-19 Crisis

IMF Working Paper No. 2021/267
Number of pages: 31 Posted: 17 Feb 2022
Anne-Caroline Hüser, Caterina Lepore and Luitgard Anna Maria Veraart
Bank of England, International Monetary Fund (IMF) and London School of Economics & Political Science (LSE) - Department of Mathematics
Downloads 53 (571,088)

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repo market, repo network, gilt dealer, policy debate, repo transaction, COVID-19, Currencies, Hedge funds, Central counterparty clearing house, Liquidity

6.

Contagion Accounting

ECB Working Paper No. 20202499
Number of pages: 41 Posted: 11 Dec 2020
Iñaki Aldasoro, Anne-Caroline Hüser and Christoffer Kok
Bank for International Settlements (BIS), Bank of England and European Central Bank (ECB)
Downloads 47 (601,045)
Citation 1

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7.

Mapping Bank Securities across Euro Area Sectors: Comparing Funding and Exposure Networks

ECB Working Paper No. 2273 (2019); ISBN 978-92-899-3535-7
Number of pages: 39 Posted: 01 May 2019
Anne-Caroline Hüser and Christoffer Kok
Bank of England and European Central Bank (ECB)
Downloads 47 (601,045)
Citation 2

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interbank networks, macro-financial networks, multilayer networks, market microstructure, macroprudential analysis