Handbook of financial stress testing JD Farmer, AM Kleinnijenhuis, T Schuermann, T Wetzer
Cambridge University Press, 2022
123 * 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
35 2020 The great carbon arbitrage MT Adrian, MP Bolton, AM Kleinnijenhuis
International Monetary Fund, 2022
33 2022 Usable bank capital A Kleinnijenhuis, L Kodres, T Wetzer
VoxEU. org 30, 2020
14 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 Qualities, challenges and future of genetic algorithms: a literature review A Vie, AM Kleinnijenhuis, DJ Farmer
arXiv preprint arXiv:2011.05277, 2020
12 2020 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