| On dependence consistency of CoVaRand some other systemic risk measures G Mainik, E Schaanning Statistics & Risk Modeling 31 (1), 49-77, 2014 | 247 | 2014 |
| Fire sales, indirect contagion and systemic stress testing R Cont, E Schaanning Indirect Contagion and Systemic Stress Testing (June 13, 2017), 2017 | 209 | 2017 |
| Monitoring indirect contagion R Cont, E Schaanning Journal of Banking & Finance 104, 85-102, 2019 | 111 | 2019 |
| Key indicators for a countercyclical capital buffer in Norway-Trends and uncertainty KR Gerdrup, AB Kvinlog, E Schaanning Staff Memo, 2013 | 54 | 2013 |
| Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities Z Feinstein, W Pang, B Rudloff, E Schaanning, S Sturm, M Wildman SIAM Journal on Financial Mathematics 9 (4), 1286-1325, 2018 | 43 | 2018 |
| Taking regulation seriously: fire sales under solvency and liquidity constraints J Coen, C Lepore, E Schaanning Bank of England working paper, 2019 | 29 | 2019 |
| The making of a cyber crash: a conceptual model for systemic risk in the financial sector G Ros ESRB: Occasional Paper Series, 2020 | 17 | 2020 |
| Bang for (breaking) the buck: Regulatory constraints and money market funds reforms M Baes, A Bouveret, E Schaanning European Securities and Markets Authority (ESMA), Economics, Financial …, 2023 | 9* | 2023 |
| Fire sales and systemic risk in financial networks EF Schaanning Imperial College London, 2017 | 9 | 2017 |
| Reverse stress testing: Scenario design for macroprudential stress tests M Baes, E Schaanning Mathematical Finance 33 (2), 209-256, 2023 | 6 | 2023 |
| European Corona Solidarity Bonds G Insalaco, E Schaanning Available at SSRN 3567382, 2020 | 1 | 2020 |
| Asset Liability Management and Interest Rate Risk in the Banking Book: an overview. E Schaanning Available at SSRN, 2024 | | 2024 |
| Finding the Blind Spots Before It's Too Late: A (Reverse) Stress Testing Approach for Asset Liability Management. E Schaanning, C Hardy, F Nunez, A Stepanyan Available at SSRN, 2023 | | 2023 |
| Macro stress testing: A threshold model for fire sales and price-mediated contagion. R Cont, E Schaanning | | 2015 |
| Money Market Funds Vulnerabilities and Systemic Liquidity Crises A Bouveret, M Baes, E Schaanning Available at SSRN 5024924, 0 | | |
| Money Market Funds Regulatory Reforms and Resilience A Bouveret, M Baes, E Schaanning Available at SSRN 4690815, 0 | | |
| Fallen angels and indirect contagion: Rationale for and lessons from a system-wide analysis J Fell, F Mazzaferro, R Portes, E Schaanning | | |
| Measures of Systemic Risk: Analysing CoVaR E Schaanning, G Mainik | | |
Rama CONTUniversity of Oxford. 牛津大学数学系 دانشگاه آکسفورد ՕքսֆորդEmail verificata su math.cnrs.fr