Michel Baes

ETH Zürich - Department of Mathematics

R¨amistrasse 101

Raemistr. 101

Z¨urich, 8092

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

288

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

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 201 (188,510)

Abstract:

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

2.

Regulatory Constraints for Money Market Funds: The Impossible Trinity?

Number of pages: 27 Posted: 09 Aug 2021
ETH Zürich - Department of Mathematics, European Securities and Markets Authority and European Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 87 (356,698)
Citation 1

Abstract:

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Money Market Funds, Regulation, Runs, Systemic risk