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Alissa M. Kleinnijenhuis
Alissa M. Kleinnijenhuis
Imperial College Business School, Imperial College London
Verified email at imperial.ac.uk - Homepage
Title
Cited by
Cited by
Year
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
652018
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
352020
The great carbon arbitrage
MT Adrian, MP Bolton, AM Kleinnijenhuis
International Monetary Fund, 2022
342022
Usable bank capital
A Kleinnijenhuis, L Kodres, T Wetzer
VoxEU. org 30, 2020
142020
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
122023
Qualities, challenges and future of genetic algorithms: a literature review
A Vie, AM Kleinnijenhuis, DJ Farmer
arXiv preprint arXiv:2011.05277, 2020
122020
Stress testing the financial macrocosm
JD Farmer, AM Kleinnijenhuis, T Wetzer
Forthcoming in Handbook of Financial Stress Testing (CUP, 2022), 2021
82021
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
62021
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
32022
Higher-order exposures
G Wiersema, AM Kleinnijenhuis, E Kemp, T Wetzer
Available at SSRN 3914076, 2021
22021
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
12022
Systemic implications of the bail-in design
C Goodhart, A Kleinnijenhuis, D Farmer
CEPR Discussion Papers, 2021
12021
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
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Articles 1–20