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Designing Stress Scenarios

Thomas Philippon, Cecilia Parlatore   Apr 26,2022

We develop a tractable framework to study the optimal design of stress scenarios. A principal wants to manage the unknown risk... Read More

Designing Stress Scenarios

Thomas Philippon, Cecilia Parlatore   Apr 26,2022

We develop a tractable framework to study the optimal design of stress scenarios. A principal wants to manage the unknown risk... Read More

Designing Stress Scenarios

Thomas Philippon, Cecilia Parlatore   Apr 26,2022

We develop a tractable framework to study the optimal design of stress scenarios. A principal wants to manage the unknown risk... Read More

Designing Stress Scenarios

Thomas Philippon, Cecilia Parlatore   Apr 26,2022

We develop a tractable framework to study the optimal design of stress scenarios. A principal wants to manage the unknown risk... Read More

Designing Stress Scenarios

Thomas Philippon, Cecilia Parlatore   Apr 26,2022

We develop a tractable framework to study the optimal design of stress scenarios. A principal wants to manage the unknown risk... Read More

Designing Stress Scenarios

Thomas Philippon, Cecilia Parlatore   Apr 26,2022

We develop a tractable framework to study the optimal design of stress scenarios. A principal wants to manage the unknown risk... Read More

Designing Stress Scenarios

Thomas Philippon, Cecilia Parlatore   Apr 26,2022

We develop a tractable framework to study the optimal design of stress scenarios. A principal wants to manage the unknown risk... Read More

Equilibrium Staking Levels in a Proof-of-Stake Blockchain

Kose John,Thomas Rivera, Fahad Saleh   May 24,2022

We study the equilibrium level of staking in a Proof-of-Stake blockchain when investors have different trading horizons. We find that,... Read More

Intermediation via Credit Chains

Jian Li. , Zhiguo He   Jun 03,2022

The modern financial system features complicated financial intermediation chains, with each layer performing a certain degree of credit/maturity transformation. We... Read More

Intermediation via Credit Chains

Jian Li. , Zhiguo He   Jun 03,2022

The modern financial system features complicated financial intermediation chains, with each layer performing a certain degree of credit/maturity transformation. We... Read More