Foundations of System-Wide Financial Stress Testing with Heterogeneous Institutions-Reference-Cited by-同舟云学术

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Foundations of System-Wide Financial Stress Testing with Heterogeneous Institutions

Published:2020 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Farmer J. Doyne,Kleinnijenhuis Alissa M.,Nahai-Williamson Paul,Wetzer Thom

Publisher

Elsevier BV

Reference101 articles.

1. Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset;J Abad;ESRB Occasional Paper Series,2016

2. A model of liquidity hoarding and term premia in inter-bank markets;V V Acharya;Journal of Monetary Economics,2011

3. Liquidity and leverage;T Adrian;Journal of financial intermediation,2010

4. System-Wide Stress Simulation

5. Bank networks: Contagion, systemic risk and prudential policy;I Aldasoro;Journal of Economic Behavior & Organization,2017

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Modelling fire sale contagion across banks and non-banks;Journal of Financial Stability;2024-04

2. How does the repo market behave under stress? Evidence from the COVID-19 crisis;Journal of Financial Stability;2024-02

3. Multilayer interbank networks and systemic risk propagation: Evidence from China;Physica A: Statistical Mechanics and its Applications;2023-10

4. The physics of financial networks;Nature Reviews Physics;2021-06-10

5. How do secured funding markets behave under stress? Evidence from the gilt repo market;SSRN Electronic Journal;2021

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