Eric Schaanning

European Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

Norges Bank

P.O. Box 1179

Oslo, N-0107

Norway

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 25,880

SSRN RANKINGS

Top 25,880

in Total Papers Downloads

2,823

SSRN CITATIONS
Rank 10,740

SSRN RANKINGS

Top 10,740

in Total Papers Citations

53

CROSSREF CITATIONS

61

Scholarly Papers (8)

Fire Sales, Indirect Contagion and Systemic Stress Testing

Number of pages: 50 Posted: 30 Nov 2016 Last Revised: 20 Jun 2017
Rama Cont, Eric Schaanning and Eric Schaanning
University of Oxford and Norges BankEuropean Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 1,389 (19,850)
Citation 10

Abstract:

Loading...

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, Eric Schaanning and Eric Schaanning
University of Oxford and Norges BankEuropean Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 174 (242,371)
Citation 45

Abstract:

Loading...

2.

Reverse Stress Testing: Scenario Design for Macroprudential Stress Tests

Number of pages: 49 Posted: 25 Sep 2020
Michel Baes, Eric Schaanning and Eric Schaanning
ETH Zürich - Department of Mathematics and Norges BankEuropean Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 312 (138,791)

Abstract:

Loading...

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

3.

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, Eric Schaanning and Eric Schaanning
University of Oxford and Norges BankEuropean Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 254 (171,264)
Citation 14

Abstract:

Loading...

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

4.

European Corona Solidarity Bonds

Number of pages: 7 Posted: 03 Apr 2020 Last Revised: 07 Apr 2020
Giuseppe Insalaco, Eric Schaanning and Eric Schaanning
Independent and Norges BankEuropean Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 241 (180,119)
Citation 1

Abstract:

Loading...

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

5.

Regulatory Constraints for Money Market Funds: The Impossible Trinity?

Number of pages: 27 Posted: 09 Aug 2021
Michel Baes, Antoine Bouveret, Eric Schaanning and Eric Schaanning
ETH Zürich - Department of Mathematics, European Securities and Markets Authority and Norges BankEuropean Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 186 (228,653)
Citation 1

Abstract:

Loading...

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, Eric Schaanning and Eric Schaanning
Bank of England and Norges BankEuropean Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 108 (351,678)

Abstract:

Loading...

7.

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, Eric Schaanning and Eric Schaanning
Bank of England, International Monetary Fund (IMF) and Norges BankEuropean Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 118 (328,536)
Citation 4

Abstract:

Loading...

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

8.

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, Norges BankEuropean Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD, Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences and University of California, Santa Barbara (UCSB)
Downloads 41 (576,088)
Citation 9

Abstract:

Loading...

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