Anne-Caroline Hüser

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

10

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2,582

TOTAL CITATIONS
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Top 24,841

in Total Papers Citations

56

Scholarly Papers (10)

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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 1,630 (23,710)
Citation 34

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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 184 (343,234)
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 174 (360,671)
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 139 (435,080)
Citation 3

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

5.

Macroprudential stress‑test models: a survey

Bank of England Working Paper No. 1037
Number of pages: 50 Posted: 29 Sep 2023
David Aikman, Daniel Beale, Adam Brinley Codd, Giovanni Covi, Anne-Caroline Hüser and Caterina Lepore
Bank of England, Bank of England, Bank of England, Bank of England, Bank of England and International Monetary Fund (IMF)
Downloads 123 (479,232)

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

6.

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 104 (543,119)

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

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 76 (659,006)
Citation 4

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

8.

Macro-Prudential Stress Test Models: A Survey

IMF Working Paper No. 2023/173
Number of pages: 50 Posted: 06 Sep 2023
David Aikman, Daniel Beale, Adam Brinley Codd, Giovanni Covi, Anne-Caroline Hüser and Caterina Lepore
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 67 (704,980)

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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

9.

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 64 (721,694)
Citation 1

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10.

Measuring Capital at Risk with Financial Contagion: Two-Sector Model with Banks and Insurers

Number of pages: 54 Posted: 21 Aug 2024
Giovanni Covi and Anne-Caroline Hüser
Bank of England and Bank of England
Downloads 21 (1,094,132)

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Credit Risk Portfolio, Systemic Risk, Financial Contagion, Financial Network, System-wide Stress Testing