Alissa M. Kleinnijenhuis

MIT Sloan School of Management

100 Main Street

Cambridge, MA 02142

United States

Golub Centre of Finance and Policy, MIT

100 Main Street

Cambridge, MA 02142

United States

University of Oxford - Institute for New Economic Thinking at the Oxford Martin School

Research Fellow

Oxford

United Kingdom

University of Oxford - Mathematical Institute

United Kingdom

Oxford-Man Institute of Quantitative Finance

Oxford

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

797

SSRN CITATIONS

6

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

Models of Financial Stability and Their Application in Stress Tests

Forthcoming, Handbook of Computational Economics (Blake LeBaron and Cars Hommes) , University of St.Gallen, School of Finance Research Paper No. 2018/5
Number of pages: 66 Posted: 22 Aug 2017 Last Revised: 29 Apr 2018
Christoph Aymanns, J. Doyne Farmer, Alissa M. Kleinnijenhuis and Thom Wetzer
London School of Economics & Political Science (LSE) - London School of Economics, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, MIT Sloan School of Management and University of Oxford, Faculty of Law
Downloads 406 (89,415)
Citation 5

Abstract:

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stress testing, systemic risk, contagion, leverage cycles, multi-layered networks, heterogeneous agent models, financial systems, financial stability, computational economics, complex systems, banks, non-banks, microprudential stress tests, macroprudential stress tests

2.

Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels

INET Oxford Working Paper No. 2019-10
Number of pages: 104 Posted: 04 Jul 2019 Last Revised: 14 Jan 2020
Garbrand Wiersema, Alissa M. Kleinnijenhuis, Thom Wetzer and J. Doyne Farmer
University of Oxford, MIT Sloan School of Management, University of Oxford, Faculty of Law and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 246 (153,438)
Citation 4

Abstract:

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Financial Stability, Systemic Risk, Interacting Contagion Channels, Financial Contagion, Multiplex Networks, Stress Test, Liquidity-Solvency Nexus

3.

Foundations of System-Wide Financial Stress Testing with Heterogeneous Institutions

Bank of England Working Paper No. 861
Number of pages: 83 Posted: 18 May 2020 Last Revised: 01 Jun 2020
J. Doyne Farmer, Alissa M. Kleinnijenhuis, Paul Nahai-Williamson and Thom Wetzer
University of Oxford, MIT Sloan School of Management, Bank of England and University of Oxford, Faculty of Law
Downloads 145 (246,052)
Citation 4

Abstract:

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Systemic risk, stress testing, financial contagion, financial institutions, capital requirements, macroprudential policy