Publications By Author

Title: Macro-Prudential Stress Test Models: A Survey

Author: Aikman, David ; Beale, Daniel ; Brinley-Codd, Adam ; Hüser, Anne-Caroline ; Covi, Giovanni ; Lepore, Caterina

Series: Working Paper No. 2023/173

Date: August 25, 2023

Subject: Asset and liability management Asset liquidity Commercial banks Financial institutions Financial sector policy and analysis Liquidity Solvency Stress testing

Title: How Does the Repo Market Behave Under Stress? Evidence From the COVID-19 Crisis

Author: Hüser, Anne-Caroline ; Lepore, Caterina ; Veraart, Luitgard

Series: Working Paper No. 2021/267

Date: November 5, 2021

Subject: Asset and liability management Central counterparty clearing house COVID-19 Currencies Financial institutions Financial markets Health Hedge funds Liquidity Money