Economist / Data Scientist, QuantCo

Christoph Aymanns

Research Associates

Economist / Data Scientist, QuantCo

Publications

Discussion Papers

Taming the Basel Leverage Cycle

Effective risk control must make a tradeoff between the microprudential risk of exogenous shocks to individual institutions and the macroprudential...

July 2015

DP 42

Christoph Aymanns

Fabio Caccioli

J. Doyne Farmer

Vincent W.C. Tan

Christoph Aymanns

Publications

Discussion Papers

Taming the Basel Leverage Cycle

News

"The Illusion of Control" listed on the FT's "Best books of ...

The New Statesman Interview with Jón Daníelsson

Charles Goodhart featured in the Wall Street Journal

Events

The Third International Annual Capital Markets Conference 20 ...

Seminars

Risk preferences implied by synthetic options

Publications

The beginning of the end for cryptocurrencies

Cultural Stereotypes of Multinational Banks

The illusion of control