Toni Ahnert

Government of Canada - Bank of Canada

Research Advisor

234 Wellington Street

Ottawa, Ontario K1A 0G9

Canada

http://toniahnert.com

Centre for Economic Policy Research (CEPR)

London

United Kingdom

Systemic Risk Centre - LSE

Research Associate

London

United Kingdom

SCHOLARLY PAPERS

12

DOWNLOADS

988

SSRN CITATIONS

75

CROSSREF CITATIONS

8

Scholarly Papers (12)

1.

Information Contagion and Systemic Risk

Number of pages: 41 Posted: 03 Jul 2015 Last Revised: 04 Nov 2016
Toni Ahnert and Co-Pierre Georg
Government of Canada - Bank of Canada and University of Cape Town
Downloads 271 (147,061)
Citation 10

Abstract:

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Information contagion, counterparty risk, common exposure, systemic risk

Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?

MIT Sloan Research Paper No. 5293-18
Number of pages: 62 Posted: 14 Mar 2018
Government of Canada - Bank of Canada, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Government of Canada - Bank of Canada and Bank of England
Downloads 232 (170,854)

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Macroprudential policies, FX regulations, Banking flows, International debt issuance

Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?

Bank of England Working Paper No. 758
Number of pages: 61 Posted: 13 Oct 2018
Government of Canada - Bank of Canada, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Government of Canada - Bank of Canada and Bank of England
Downloads 9 (772,634)

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Macroprudential policies, FX regulations, banking flows, international debt issuance

Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?

NBER Working Paper No. w25083
Number of pages: 61 Posted: 24 Sep 2018 Last Revised: 14 Jan 2022
Government of Canada - Bank of Canada, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Government of Canada - Bank of Canada and Bank of England
Downloads 3 (825,264)

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Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?

Number of pages: 64 Posted: 06 Mar 2018
Government of Canada - Bank of Canada, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Bank of England
Downloads 0
Citation 13
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Banking flows, FX regulations, International debt issuance, macroprudential policies

3.

Information Choice and Amplification of Financial Crises

Number of pages: 73 Posted: 08 Jun 2016
Toni Ahnert and Ali Kakhbod
Government of Canada - Bank of Canada and Rice University
Downloads 145 (259,100)
Citation 7

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amplification, financial crises, global games, information choice

4.

Asset Encumbrance, Bank Funding and Financial Fragility

Number of pages: 36 Posted: 21 Jun 2016
Government of Canada - Bank of Canada, Deutsche Bundesbank, Australian National University (ANU) and Government of Canada - Bank of Canada
Downloads 77 (397,951)
Citation 1

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asset encumbrance, covered bonds, financial fragility, guarantees, rollover risk, wholesale funding

5.

Rollover Risk, Liquidity, and Macro-Prudential Regulation

ECB Working Paper No. 1667
Number of pages: 48 Posted: 03 Jul 2014
Toni Ahnert
Government of Canada - Bank of Canada
Downloads 67 (429,206)
Citation 2

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global games, multiplicity, portfolio choice, wholesale funding

6.

Safe Assets and Financial Fragility: Theory and Evidence

Number of pages: 45 Posted: 09 Oct 2019 Last Revised: 16 Oct 2021
Toni Ahnert and Marco Macchiavelli
Government of Canada - Bank of Canada and Board of Governors of the Federal Reserve System
Downloads 65 (436,029)
Citation 1

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Money Market Funds, Safe Assets, Global Games, Financial Fragility.

7.

A Wake-Up Call: Information Contagion and Strategic Uncertainty

Sveriges Riksbank Working Paper Series No. 282, Riksbank Research Paper Series No. 113
Number of pages: 47 Posted: 18 Dec 2013 Last Revised: 30 Sep 2015
Toni Ahnert and Christoph Bertsch
Government of Canada - Bank of Canada and Sveriges Riksbank - Research Division
Downloads 63 (443,006)
Citation 4

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contagion, coordination failure, global games, information acquisition

8.

The Effect of Safe Assets on Financial Fragility in a Bank-Run Model

FRB of Cleveland Working Paper No. 14-37
Number of pages: 51 Posted: 19 Dec 2014 Last Revised: 10 Jan 2015
Mahmoud Elamin and Toni Ahnert
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Government of Canada - Bank of Canada
Downloads 47 (505,674)

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bank runs, demand deposits, global games, liquidity provision, safe assets,

9.

Asset Encumbrance, Bank Funding and Fragility

ESRB: Working Paper Series No. 2017/52
Number of pages: 56 Posted: 05 Nov 2020
Government of Canada - Bank of Canada, Deutsche Bundesbank, University of Auckland and Government of Canada - Bank of Canada
Downloads 8 (751,185)

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asset encumbrance, encumbrance limits, encumbrance surcharges, fragility, rollover risk, runs, secured debt, unsecured debt, wholesale funding

10.

Cheap But Flighty: How Global Imbalances Create Financial Fragility

Number of pages: 36 Posted: 24 Mar 2015
Toni Ahnert and Enrico C. Perotti
Government of Canada - Bank of Canada and University of Amsterdam - Finance Group
Downloads 1 (812,790)
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absolute safety, capital flows, safe haven, unstable funding

11.

Bank Runs, Bank Competition and Opacity

Number of pages: 54 Posted: 14 Jul 2021
Toni Ahnert and David Martinez-Miera
Government of Canada - Bank of Canada and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 0 (830,407)
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12.

Loan Insurance, Market Liquidity, and Lending Standards

Number of pages: 58 Posted: 03 Mar 2020 Last Revised: 16 Aug 2020
Toni Ahnert and Martin Kuncl
Government of Canada - Bank of Canada and Government of Canada - Bank of Canada
Downloads 0 (830,407)
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Adverse Selection, liquidity, Loan insurance, Risk transfer, screening