Anne-Caroline Hüser

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

9

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Top 39,478

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2,345

SSRN CITATIONS
Rank 22,078

SSRN RANKINGS

Top 22,078

in Total Papers Citations

44

CROSSREF CITATIONS

12

Scholarly Papers (9)

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 1,543 (22,534)
Citation 34

Abstract:

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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
Bank of England, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Maastricht University
Downloads 175 (311,580)
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 154 (347,492)
Citation 7

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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 109 (453,782)
Citation 2

Abstract:

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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 96 (495,315)

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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.

Macroprudential stress‑test models: a survey

Bank of England Working Paper No. 1037
Number of pages: 50 Posted: 29 Sep 2023
Bank of England, Bank of England, Bank of England, Bank of England, Bank of England and International Monetary Fund (IMF)
Downloads 92 (509,093)

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Stress testing, system-wide models, contagion, systemic risk, market-based finance, real-financial linkages, sectoral interlinkages, macroprudential policy

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 70 (597,774)
Citation 4

Abstract:

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

8.

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 57 (663,276)
Citation 1

Abstract:

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9.

Macro-Prudential Stress Test Models: A Survey

IMF Working Paper No. 2023/173
Number of pages: 50 Posted: 06 Sep 2023
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England, Bank of England, Bank of England and International Monetary Fund (IMF)
Downloads 49 (710,095)

Abstract:

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Stress testing, system-wide models, contagion, systemic risk, market-based finance, real-financial linkages, macro-prudential policy., bank resilience channel, modelling frontier, bank financial system, models of contagion, variation margin, Asset liquidity, Commercial banks, Liquidity, Solvency, Global