Garbrand Wiersema

University of Oxford

Mansfield Road

Oxford, Oxfordshire OX1 4AU

United Kingdom

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

Eagle House

Walton Well Road

Oxford, OX2 6ED

United Kingdom

University of Oxford - Mathematical Institute

Andrew Wiles Building

Radcliffe Observatory Quarter (550)

Oxford, OX2 6GG

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

310

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

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
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 254 (152,003)
Citation 4

Abstract:

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

2.

Higher-Order Exposures

Number of pages: 56 Posted: 01 Sep 2021
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 56 (455,752)

Abstract:

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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