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

ETH Zurich, RiskLab, Department of Mathematics

Ramistrasse 101

Zurich, 8092

Switzerland

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 35,894

SSRN RANKINGS

Top 35,894

in Total Papers Downloads

1,284

SSRN CITATIONS
Rank 13,656

SSRN RANKINGS

Top 13,656

in Total Papers Citations

22

CROSSREF CITATIONS

46

Scholarly Papers (4)

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 933 (24,570)
Citation 7

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 and Eric Schaanning
University of Oxford and European Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 127 (232,591)
Citation 30

Abstract:

Loading...

2.

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 168 (184,296)
Citation 5

Abstract:

Loading...

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

3.

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 30 (484,578)
Citation 2

Abstract:

Loading...

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

4.

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, Bank of England and European Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 26 (505,748)
Citation 2

Abstract:

Loading...

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