Houghton Street
London WC2A 2AE
United Kingdom
http://www.riskreasearch.org
London School of Economics - Systemic Risk Centre
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Artificial intelligence, systemic risk
Stock market volatility, Financial crises predictability, Volatility paradox, Minsky hypothesis, Financial instability, Risk-taking
Square-root-of-time rule, time-scaling of risk, value-at-risk, systemic risk, risk regulation, jump diffusions
Value-at-Risk, expected shortfall, finite sample properties, Basel III
Value-at-Risk, systemic risk, CoVaR, MES, financial stability, Basel III
artificial intelligence, systemic risk, financial regulations, central banks
Liquidity, Endogenous Risk, Financial Crises
cryptocurrencies, systemic risk, money
General equilibrium; Value-at-risk; Risk regulation
value-at-risk, general equilibrium, financial regulation
capital regulation
order flow model, financial crisis, institution identity, Turkey
Liquidity Measures, Resilience, Limit Order Book, Liquidity Provision, Optimal Trade Execution
Hill estimator, Heavy tails, Optimal extreme sample fraction
Systemic risk, macroprudential policy, financial stability, risk management
Stock market volatility, Uncertainty, Monetary policy independence, Financial instability, Risk-taking, Global financial cycles
Fed, COVID-19, FX Swap
Limit Order Book, liquidity, resilience, GLM, GAMLSS
Value-at-Risk, subadditivity, fat tailed distribution, extreme value estimation JEL Classification: G00, G18
Carry trades, currency crises, efficient method of moments, global games
Financial crises, Systemic risk, Macroprudential Policy, Financial stability, Stress testing, Macroprudential Stress testing, Asset Pricing, Financial Markets and the Macroeconomy, Bayesian Analysis, Semiparametric and Nonparametric Methods, Cross-Sectional Models, Model Evaluation and Testing, Financial Econometrics
Worst-case analysis, EVT, quantile estimator, risk management
