Author/Editor: Antoine Bouveret, Jie Yu.

Release Date:April, 2021

Author/Editor: Antoine Bouveret.

Release Date:June, 2018

Cyber risk has emerged as a key threat to financial stability, following recent attacks on financial institutions. This paper presents a novel documentation of cyber risk around the world for more...

Author/Editor: Antoine Bouveret.

Release Date:October, 2017

This paper outlines a framework to perform liquidity stress tests for investment funds. Practical aspects related to the calibration of the redemption shock, the measurement of liquidity buffers and more...

Author/Editor: Antoine Bouveret, Peter Breuer, Yingyuan Chen, David Jones, Tsuyoshi Sasaki.

Release Date:October, 2015

Changes in the structure of the U.S. Treasury market over recent years may have increased risks to financial stability. Traditional market makers have changed their liquidity provision by more...