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

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Scholarly Papers (1)

1.

Inherent Instability: Scenario-Free Analysis of Financial Systems with Interacting Contagion Channels

INET Oxford Working Paper No. 2019-10
Number of pages: 96 Posted: 04 Jul 2019
University of Oxford, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Students , University of Oxford, Students and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
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Abstract:

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