Alissa M. Kleinnijenhuis

University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Students

DPhil Candidate

Oxford

United Kingdom

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

DPhil Candidate

Oxford

United Kingdom

University of Oxford - Mathematical Institute

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

487

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (2)

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 345 (89,942)
Citation 1

Abstract:

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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.

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 142 (212,390)

Abstract:

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