Browsing All of EconStor by Author Gauthier, Céline
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2010 | Understanding systemic risk: The trade-offs between capital, short-term funding and liquid asset holdings | Gauthier, Céline; He, Zhongfang; Souissi, Moez |
2010 | Macroprudential regulation and systemic capital requirements | Gauthier, Céline; Lehar, Alfred; Souissi, Moez |
2011 | What matters in determining capital surcharges for systemically important financial institutions? | Gauthier, Céline; Gravelle, Toni; Liu, Xuezhi; Souissi, Moez |
2015 | Emergency liquidity facilities, signalling and funding Costs | Gauthier, Céline; Lehar, Alfred; Pérez Saiz, Héctor; Souissi, Moez |
2015 | Quantifying Contagion Risk in Funding Markets: A Model-Based Stress-Testing Approach | Anand, Kartik; Gauthier, Céline; Souissi, Moez |
2016 | Capturing information contagion in a stress-testing framework | Anand, Kartik; Gauthier, Céline; Gai, Prasanna S.; Souissi, Moez |