The Anatomy of the Euro Area Interest Rate Swap Market

Martin Scheicher

Firm Heterogeneity, Credit Spreads, and Monetary Policy

Ambrogio Cesa-Bianchi

How Alternative Are Alternative Investments? The Case of Private Equity Funds

Elise Gourier

The Waterfall Illusion, and How Prior Exposure to Extreme Risk Distorts Risk Perception

Elise Payzan-LeNestour

TechFin in China: Credit Market Completion and its Growth Effect

Yi Huang

Residual Risk and Default Waterfalls in Central Counterparties

Jorge Cruz Lopez

Modelling Contagion in Financial Networks: The Credit Default Swaps Market

H. Peyton Young

Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies

Emmanouil Karimalis

Distress and default contagion in financial networks

Luitgard A. M. Veraart

Pitfalls in Systemic-Risk Scoring

Christophe Perignon

Algorithms and the Law

Jeremy Barnett

From the Geometry of Extreme Value Distributions to Improved Tail Fitting in Market Data

William F. Shadwick

Strategic Default in Financial Networks

Nizar Allouch

The Information Content of Dividends: Safer Profits, not Higher Profits

Stefano Rossi

Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?

Thomas Gehrig

Learning from History: Volatility and Financial Crises 

Ilknur Zer