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

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2,208

SSRN CITATIONS
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Top 10,970

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 and Eric Schaanning
University of Oxford and European Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 1,195 (21,295)
Citation 10

Abstract:

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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 European Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 140 (256,618)
Citation 45

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2.

European Corona Solidarity Bonds

Number of pages: 7 Posted: 03 Apr 2020 Last Revised: 07 Apr 2020
Giuseppe Insalaco and Eric Schaanning
Independent and European Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 223 (170,508)
Citation 1

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

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 and Eric Schaanning
University of Oxford and European Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 216 (175,758)
Citation 14

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

4.

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 European Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 198 (190,578)

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

5.

Regulatory Constraints for Money Market Funds: The Impossible Trinity?

Number of pages: 27 Posted: 09 Aug 2021
Michel Baes, Antoine Bouveret and Eric Schaanning
ETH Zürich - Department of Mathematics, European Securities and Markets Authority and European Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 83 (368,690)
Citation 1

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Money Market Funds, Regulation, Runs, Systemic risk

6.

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 European Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 75 (388,224)
Citation 3

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Banks, financial regulation, fire sales, stress testing, 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 European Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 43 (514,399)

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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, European Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD, Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences and University of California, Santa Barbara (UCSB)
Downloads 35 (543,101)
Citation 9

Abstract:

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