Eric Schaanning

UBS AG

Bahnhofstrasse 45

Zurich, 8001

Switzerland

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 20,542

SSRN RANKINGS

Top 20,542

in Total Papers Downloads

4,502

SSRN CITATIONS
Rank 10,986

SSRN RANKINGS

Top 10,986

in Total Papers Citations

81

CROSSREF CITATIONS

59

Scholarly Papers (10)

Fire Sales, Indirect Contagion and Systemic Stress Testing

Number of pages: 50 Posted: 30 Nov 2016 Last Revised: 20 Jun 2017
Rama Cont and Eric Schaanning
University of Oxford and UBS AG
Downloads 1,680 (18,993)
Citation 11

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systemic risk, fire sales, financial stability, contagion, macroprudential regulation, financial regulation, capital adequacy, stress testing

Fire Sales, Indirect Contagion and Systemic Stress Testing

Norges Bank Working Paper 02/2017
Number of pages: 52 Posted: 20 Apr 2017
Rama Cont and Eric Schaanning
University of Oxford and UBS AG
Downloads 256 (215,762)
Citation 45

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2.
Downloads 833 (53,349)

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Stress Testing, Reverse Stress Testing, Interest Rate Risk, IRRBB, Asset Liability Management, ALM Risk Management

3.

Reverse Stress Testing: Scenario Design for Macroprudential Stress Tests

Number of pages: 49 Posted: 25 Sep 2020
Michel Baes and Eric Schaanning
ETH Zürich - Department of Mathematics and UBS AG
Downloads 436 (120,719)

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Reverse Stress Testing, Stress Testing, Stress Scenario Design, Financial Stability, Contagion, Fire Sales, Systemic Risk, Optimal Deleveraging

4.

Monitoring Indirect Contagion

Journal of Banking and Finance, Vol. 104, 2019
Number of pages: 46 Posted: 27 Jun 2018 Last Revised: 08 Jun 2019
Rama Cont and Eric Schaanning
University of Oxford and UBS AG
Downloads 338 (162,695)
Citation 28

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financial stability, price-mediated contagion, macro prudential regulation, systemic risk measurement

5.

Bang for (breaking) the buck: Regulatory constraints and money market funds reforms

ESMA Working Paper No.2, 2023
Number of pages: 57 Posted: 09 Aug 2021 Last Revised: 12 Sep 2023
Michel Baes, Antoine Bouveret and Eric Schaanning
ETH Zürich - Department of Mathematics, European Securities and Markets Authority and UBS AG
Downloads 286 (191,674)
Citation 2

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Money Market Funds, Regulation, Runs, Systemic risk

The Making of a Cyber Crash: A Conceptual Model for Systemic Risk in the Financial Sector

ESRB Occasional Paper Series No. 2020/16
Number of pages: 75 Posted: 31 Jul 2020
Greg Ros and Eric Schaanning
Bank of England and UBS AG
Downloads 148 (352,234)

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7.

European Corona Solidarity Bonds

Number of pages: 7 Posted: 03 Apr 2020 Last Revised: 07 Apr 2020
Giuseppe Insalaco and Eric Schaanning
Independent and UBS AG
Downloads 252 (217,705)
Citation 1

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coronavirus, COVID-19, crisis response, coronabonds, economic crisis

8.

Taking Regulation Seriously: Fire Sales Under Solvency and Liquidity Constraints

Bank of England Working Paper No. 793
Number of pages: 53 Posted: 26 Apr 2019
Jamie Coen, Caterina Lepore and Eric Schaanning
Bank of England, International Monetary Fund (IMF) and UBS AG
Downloads 193 (279,998)
Citation 7

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Banks, financial regulation, fire sales, stress testing, systemic risk

9.

Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities

Norges Bank Working Paper 13/2017
Number of pages: 35 Posted: 08 Sep 2017
Stevens Institute of Technology - School of Business, Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences, Vienna University of Economics and Business, UBS AG, Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences and University of California, Santa Barbara (UCSB)
Downloads 61 (629,677)
Citation 9

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Systemic Risk, Model Risk, Eisenberg–Noe Clearing Vector, Sensitivity Analysis, Interbank Networks, Contagion

10.

Money Market Funds Regulatory Reforms and Resilience

Number of pages: 76 Posted: 10 Jan 2024
Antoine Bouveret, Michel Baes and Eric Schaanning
European Securities and Markets Authority, affiliation not provided to SSRN and UBS AG
Downloads 19 (932,485)

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Money Market Funds, Regulation, Runs, Systemic Risk