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Rethinking financial stability

Aikman, David; Haldane, Andrew G.; Hinterschweiger, Marc; … - 2018

Persistent link: https://www.econbiz.de/10011914449

Would macroprudential regulation have prevented the last crisis?

Aikman, David; Bridges, Jonathan; Kashyap, Anil K.; … - 2018

Persistent link: https://www.econbiz.de/10011919886

Reputation, risk-taking, and macroprudential policy

Aikman, David; Nelson, Benjamin F.; Tanaka, Misa - In: Journal of banking & finance 50 (2015), pp. 428-439

Persistent link: https://www.econbiz.de/10010509512

Reputation, risk-taking and macroprudential policy

Aikman, David; Nelson, Benjamin F.; Tanaka, Misa - 2012

Persistent link: https://www.econbiz.de/10009671796

Funding liquidity risk in a quantitative model of systemic stability

Aikman, David; Alessandri, Piergiorgio; Eklund, Bruno; … - 2009

We demonstrate how the introduction of liability-side feedbacks affects the properties of a quantitative model of systemic risk. The model is known as RAMSI and is still in its development phase. It is based on detailed balance sheets for UK banks and encompasses macro-credit risk, interest and...