Handbook of financial stress testing JD Farmer, AM Kleinnijenhuis, T Schuermann, T Wetzer Cambridge University Press, 2022 | 124* | 2022 |
Models of financial stability and their application in stress tests C Aymanns, JD Farmer, AM Kleinnijenhuis, T Wetzer Handbook of computational economics 4, 329-391, 2018 | 65 | 2018 |
Foundations of system-wide financial stress testing with heterogeneous institutions JD Farmer, AM Kleinnijenhuis, P Nahai-Williamson, T Wetzer Bank of England Working Paper, 2020 | 36 | 2020 |
The great carbon arbitrage MT Adrian, MP Bolton, AM Kleinnijenhuis International Monetary Fund, 2022 | 34 | 2022 |
Usable bank capital A Kleinnijenhuis, L Kodres, T Wetzer VoxEU. org 30, 2020 | 14 | 2020 |
Qualities, challenges and future of genetic algorithms: a literature review A Vie, AM Kleinnijenhuis, DJ Farmer arXiv preprint arXiv:2011.05277, 2020 | 13 | 2020 |
Scenario-free analysis of financial stability with interacting contagion channels G Wiersema, AM Kleinnijenhuis, T Wetzer, JD Farmer Journal of Banking & Finance 146, 106684, 2023 | 12 | 2023 |
Stress testing the financial macrocosm JD Farmer, AM Kleinnijenhuis, T Wetzer Forthcoming in Handbook of Financial Stress Testing (CUP, 2022), 2021 | 8 | 2021 |
Systemic implications of the bail-in design JD Farmer, C Goodhart, AM Kleinnijenhuis CEPR Discussion Paper No. DP16509, 2021 | 7* | 2021 |
The cost for the financial sector if firms delay climate action M Baer, J Kastl, AM Kleinnijenhuis, J Thomae, B Caldecott Available at SSRN 4095645, 2021 | 6 | 2021 |
The Collatz tree as an automorphism graph: a modular arithmetic proof of the conjecture J Kleinnijenhuis, AM Kleinnijenhuis, MG Aydogan arXiv preprint arXiv:2008.13643, 2020 | 6* | 2020 |
TRISK-A Climate Stress Test for Transition Risk M Baer, B Caldecott, J Kastl, AM Kleinnijenhuis, N Ranger Available at SSRN, 2022 | 3 | 2022 |
Higher-order exposures G Wiersema, AM Kleinnijenhuis, E Kemp, T Wetzer Available at SSRN 3914076, 2021 | 2 | 2021 |
Towards evology: a market ecology agent-based model of us equity mutual funds A Vie, M Scholl, AM Kleinnijenhuis, JD Farmer arXiv preprint arXiv:2210.11344, 2022 | 1 | 2022 |
Systemic implications of the bail-in design C Goodhart, A Kleinnijenhuis, D Farmer CEPR Discussion Papers, 2021 | 1 | 2021 |
The current bail-in design does not resolve the too-big-to-fail problem JD Farmer, CAE Goodhart, AM Kleinnijenhuis VoxEU, 2021 | | 2021 |
Systemic Implications of the Bail-in Design: A Precis of our Main Text JD Farmer, C Goodhart, AM Kleinnijenhuis SUERF The European Money and Finance Forum, 2020 | | 2020 |
System-wide stress testing & systemic risk AM Kleinnijenhuis University of Oxford, 2019 | | 2019 |
Code for: Foundations of System-Wide Stress Testing JD Farmer, AM Kleinnijenhuis, P Nahai-Williamson, T Wetzer | | |
In this section L Kodres, T Wetzer, A Kleinnijenhuis | | |