Alissa M. Kleinnijenhuis

Stanford Institute for Economic Policy Research, Stanford University

366 Galvez Street

John A. and Cynthia Fry Gunn Building

Stanford, CA CA 94305

United States

http://https://siepr.stanford.edu/people/alissa-kleinnijenhuis

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

Senior Research Fellow

Oxford

United Kingdom

Oxford-Man Institute of Quantitative Finance, University of Oxford

Research Fellow

Oxford

United Kingdom

SCHOLARLY PAPERS

9

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1,437

SSRN CITATIONS

7

CROSSREF CITATIONS

5

Scholarly Papers (9)

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, Thom Wetzer 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, Stanford Institute for Economic Policy Research, Stanford University and University of OxfordUniversity of Oxford, Faculty of Law
Downloads 432 (94,127)
Citation 5

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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, Thom Wetzer and J. Doyne Farmer
University of Oxford, Stanford Institute for Economic Policy Research, Stanford University, University of OxfordUniversity of Oxford, Faculty of Law and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 269 (157,609)
Citation 4

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

3.

Stress Testing the Financial Macrocosm

Forthcoming in Handbook of Financial Stress Testing (CUP, 2022)
Number of pages: 41 Posted: 31 Aug 2021 Last Revised: 02 Nov 2021
J. Doyne Farmer, Alissa M. Kleinnijenhuis, Thom Wetzer and Thom Wetzer
University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Stanford Institute for Economic Policy Research, Stanford University and University of OxfordUniversity of Oxford, Faculty of Law
Downloads 208 (201,751)

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Financial Stress Testing, Financial Crisis, Systemic Risk, Financial Stability, Market Ecology, Economic Simulations, Climate Stress Tests, Macroprudential Regulation, Economy-Wide Financial Stress Tests

4.

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 Last Revised: 01 Jun 2020
University of Oxford, Stanford Institute for Economic Policy Research, Stanford University, Bank of England and University of OxfordUniversity of Oxford, Faculty of Law
Downloads 203 (206,385)
Citation 6

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

Systemic Implications of the Bail-In Design

Number of pages: 56 Posted: 31 Aug 2021 Last Revised: 07 Sep 2021
Alissa M. Kleinnijenhuis, Charles Goodhart and J. Doyne Farmer
Stanford Institute for Economic Policy Research, Stanford University, London School of Economics & Political Science (LSE) - Financial Markets Group and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 144 (276,997)

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Too big to fail, resolution, bail-in, liquidation, insolvency law, financial crises, contagion, financial networks, failure, default, bail-out, banks, systemically important banks, loss absorption requirements, bail-in debt, bail-in debt pricing, political economy

Systemic Implications of the Bail-In Design

CEPR Discussion Paper No. DP16509
Number of pages: 73 Posted: 22 Sep 2021 Last Revised: 04 Feb 2022
J. Doyne Farmer, Charles Goodhart and Alissa M. Kleinnijenhuis
University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, London School of Economics & Political Science (LSE) - Financial Markets Group and Stanford Institute for Economic Policy Research, Stanford University
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bail-in, bail-in debt pricing, contagion, default, financial crisis, Financial Networks, political economy, Resolution, systemically important banks, Too Big To Fail

6.

Higher-Order Exposures

Number of pages: 56 Posted: 01 Sep 2021
Garbrand Wiersema, Alissa M. Kleinnijenhuis, Esti Kemp, Thom Wetzer and Thom Wetzer
University of Oxford, Stanford Institute for Economic Policy Research, Stanford University, University of Cape Town (UCT), Students and University of OxfordUniversity of Oxford, Faculty of Law
Downloads 98 (363,366)

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Financial Exposures, Direct Exposures, Indirect Exposures, Credit Risk, Market Risk, Liquidity Risk, Systemic Risk, Financial Contagion, Multi-Layered Networks, Stress Tests, Prudential Regulation, Macroprudential Policy

7.

The Great Carbon Arbitrage

IMF Working Paper No. 2022/107
Number of pages: 65 Posted: 07 Jun 2022
Tobias Adrian, Patrick Bolton and Alissa M. Kleinnijenhuis
International Monetary Fund, Columbia University - Columbia Business School, Economics and Stanford Institute for Economic Policy Research, Stanford University
Downloads 47 (532,415)

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Climate, Carbon, Environment, Climate Policy, Valuation of Environmental Effects, Financial Economics

8.

Online Appendix: Systemic Implications of the Bail-In Design

Number of pages: 35 Posted: 31 Aug 2021
Alissa M. Kleinnijenhuis, Charles Goodhart and J. Doyne Farmer
Stanford Institute for Economic Policy Research, Stanford University, London School of Economics & Political Science (LSE) - Financial Markets Group and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 22 (678,130)

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Too big to fail, resolution, bail-in, liquidation, insolvency law, financial crisis, contagion, financial networks, failure, default, bail-out, banks, systemically important banks, loss absorption requirements, bail-in debt, bail-in debt pricing, political economy

9.

The Cost for the Financial Sector if Firms Delay Climate Action

Number of pages: 40 Posted: 03 May 2022
Moritz Baer, Jacob Kastl, Alissa M. Kleinnijenhuis, Jakob Thomae and Ben Caldecott
University of Oxford - Smith School of Enterprise and the Environment, 2┬░Investing Initiative, Stanford Institute for Economic Policy Research, Stanford University, 2┬░Investing Initiative and University of Oxford - Smith School of Enterprise and the Environment
Downloads 14 (742,087)

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