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

288

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 Oxford, Faculty of Law and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 249 (153,677)
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 Oxford, Faculty of Law
Downloads 39 (524,172)

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