Administrative contact: Brenda Clarkson-Williams (b.clarkson-williams@lse.ac.uk)
Dynamic corporate finance
Contingent claims analysis
Credit risk Financial market structure and regulation
Structuring financial contracts and institutions
This paper analyses of how risk is allocated in China’s markets for debt issued by non-financial enterprises. Compared to other major corporate bond...
Current stress testing of banks is focused on the resiliency of individual banks to exogenous shocks. This column describes how the next generation of...
Non-supervisory bank stress testing is becoming firmly embedded in the post-crisis macroprudential frameworks of major financial sectors around the...
This CEPR Press eBook presents the perspectives of policymakers, stress test designers and academics on the remarkable development of stress testing...
Since the onset of the Global Crisis in 2007-08, stress testing has emerged as a major component of the supervisory toolkit. This column introduces a...
This special paper discusses the inclusion of the Chinese Renminbi in the international reserve asset Special Drawing Right (SDR) created by the...
In this paper we study how the use of collateral is evolving under the influence of regulatory reform and changing market structure. We start with a...
