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1. Shock amplification in an interconnected financial system of banks and investment funds. (2024). Del Vecchio, Leonardo ; Covi, Giovanni ; Gourdel, Regis ; Kaoudis, Georgios ; Fiedor, Pawel ; Fukker, Gabor ; Tente, Natalia ; Salakhova, Dilyara ; Kaijser, Michiel ; Hilberg, Bjorn ; Gehrend, Max ; Schilte, Aurore ; Montagna, Mattia ; Grassi, Alberto ; Sydow, Matthias ; Deipenbrock, Marija ; Mingarelli, Luca ; Piquard, Thibaut.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000196.

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2. Modelling fire sale contagion across banks and non-banks. (2024). Ferrara, Gerardo ; Caccioli, Fabio ; Ramadiah, Amanah.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000160.

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3. Temporal networks and financial contagion. (2024). Nocciola, Luca ; Franch, Fabio ; Vouldis, Angelos.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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4. How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931.

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5. Banks and non-banks stressed: liquidity shocks and the mitigating role of insurance companies. (2024). Miccio, Debora ; Gallet, Sbastien ; Schltter, Sebastian ; Kotronis, Stelios ; Sottocornola, Matteo ; Sydow, Matthias ; Dubiel-Teleszynski, Tomasz ; Fukker, Gbor ; Grndl, Helmut ; Franch, Fabio ; Pellegrino, Michela.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20243000.

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6. Non-banks contagion and the uneven mitigation of climate risk. (2023). Gourdel, Regis ; Sydow, Matthias.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557.

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7. Interest Rate Sensitivity of Irish Bond Funds. (2023). Moloney, Kitty ; Metadjer, Naoise ; Gianstefani, Ilaria.
   In: Financial Stability Notes.
   RePEc:cbi:fsnote:10/fs/23.

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8. Macroprudential stress‑test models: a survey. (2023). Covi, Giovanni ; Aikman, David ; Beale, Daniel ; Lepore, Caterina ; Huser, Annecaroline ; Brinley-Codd, Adam.
   In: Bank of England working papers.
   RePEc:boe:boeewp:1037.

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9. Mean field game of mutual holding with defaultable agents, and systemic risk. (2023). Touzi, Nizar ; Djete, Mao Fabrice ; Guo, Gaoyue.
   In: Papers.
   RePEc:arx:papers:2303.07996.

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10. Meeting investor outflows in Czech bond and equity funds: horizontal or vertical?. (2022). Szabo, Milan.
    In: Empirica.
    RePEc:kap:empiri:v:49:y:2022:i:4:d:10.1007_s10663-022-09553-w.

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11. Backtesting macroprudential stress tests. (2022). Fricke, Daniel ; Caccioli, Fabio ; Ramadiah, Amanah.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000380.

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12. Non-banks contagion and the uneven mitigation of climate risk. (2022). Gourdel, Regis ; Sydow, Matthias.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222757.

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13. A model of system-wide stress simulation: market-based finance and the Covid-19 event. (2022). Vause, Nicholas ; di Iasio, Giovanni ; Alogoskoufis, Spyridon ; Kordel, Simon ; Nicoletti, Giulio ; Kryczka, Dominika.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222671.

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14. Temporal networks in the analysis of financial contagion. (2022). Nocciola, Luca ; Franch, Fabio ; Vouldis, Angelos.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222667.

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15. Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks. (2022). Shinozaki, Yuji ; Koide, Yoshiyasu ; Hogen, Yoshihiko.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp22e14.

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16. A model of system-wide stress simulation: market-based finance and the Covid-19 event. (2022). Vause, Nicholas ; di Iasio, Giovanni ; Alogoskoufis, Spyridon ; Kordel, Simon ; Nicoletti, Giulio ; Kryczka, Dominika.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_687_22.

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17. Stress testing market risk of German financial intermediaries. (2021). Kleemann, Michael ; Strobel, Lena ; Wilke, Hannes ; Falter, Alexander.
    In: Technical Papers.
    RePEc:zbw:bubtps:283336.

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18. Common asset holdings and systemic vulnerability across multiple types of financial institution. (2021). Mahmood, Tahir ; Barucca, Paolo ; Silvestri, Laura.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301133.

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19. Shock amplification in an interconnected financial system of banks and investment funds. (2021). Mingarelli, Luca ; Fukker, Gabor ; Del Vecchio, Leonardo ; Covi, Giovanni ; Gourdel, Regis ; Kaoudis, Georgios ; Fiedor, Pawe ; Salakhova, Dilyara ; Tente, Natalia ; Hilberg, Bjorn ; Kaijser, Michiel ; Schilte, Aurore ; Gehrend, Max ; Grassi, Alberto ; Montagna, Mattia ; Sydow, Matthias ; Deipenbrock, Marija ; Piquard, Thibaut.
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20. Market failures in market-based finance. (2021). di Iasio, Giovanni ; Kryczka, Dominika.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20212545.

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21. Modelling fire sale contagion across banks and non-banks. (2021). Ferrara, Gerardo ; Caccioli, Fabio ; Ramadiah, Amanah.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0878.

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22. Emerging market capital flows the role of fund manager portfolio allocation. (2021). Bush, Georgia ; Gray, Daniel ; Caon, Carlos Ivan.
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23. Regshock: Interactive Visual Analytics of Systemic Risk in Financial Networks. (2021). Niu, Zhibin ; Wu, Junqi ; Zhang, Jiawan ; Cheng, Dawei.
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24. The Physics of Financial Networks. (2021). Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Cimini, Giulio ; Saracco, Fabio ; Caccioli, Fabio ; Garlaschelli, Diego ; Squartini, Tiziano.
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25. Liquidity Stress Testing in Asset Management -- Part 1. Modeling the Liability Liquidity Risk. (2021). Roncalli, Thierry ; Regnault, Margaux ; Pan, Franccois ; Karray-Meziou, Fatma.
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26. Connected Funds. (2020). Wilke, Hannes ; Fricke, Daniel.
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27. Connected funds. (2020). Wilke, Hannes ; Fricke, Daniel.
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28. Backtesting macroprudential stress tests. (2020). Fricke, Daniel ; Caccioli, Fabio ; Ramadiah, Amanah.
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29. Making a Breach: The Incorporation of Agent-Based Models into the Bank of Englands Toolkit. (2020). Plassard, Romain.
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30. Do mutual fund flows affect the French corporate bond market?. (2020). Coudert, Virginie ; Salakhova, Dilyara.
    In: Economic Modelling.
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31. Foundations of system-wide financial stress testing with heterogeneous institutions. (2020). Farmer, J. ; Wetzer, Thom ; Nahai-Williamson, Paul ; Kleinnijenhuis, Alissa M.
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32. Macroprudential stress testing: A proposal for the Luxembourg investment fund sector. (2020). Lee, Kang-Soek.
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33. Foundations of system-wide financial stress testing with heterogeneous institutions. (2020). Farmer, J. ; Wetzer, Thom ; Nahai-Williamson, Paul ; Kleinnijenhuis, Alissa.
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34. Investor behaviour and reaching for yield: Evidence from the sterling corporate bond market. (2019). Czech, Robert ; Robertssklar, Matt.
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35. An Lonn Dubh: A Framework for Macroprudential Stress Testing of Investment Funds. (2019). Fiedor, Paweł ; Katsoulis, Petros.
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36. Resilience of trading networks: evidence from the sterling corporate bond market. (2019). Roberts-Sklar, Matt ; Silvestri, Laura ; Mallaburn, David.
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37. System-wide stress simulation. (2019). Aikman, David ; Georgiev, Yordan ; Chichkanov, Pavel ; Howat, James ; Douglas, Graeme ; King, Benjamin.
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38. Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales. (2019). Baranova, Yuliya ; Silvestri, Laura ; Douglas, Graeme.
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39. Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach. (2019). Ouellet Leblanc, Guillaume ; Arora, Rohan ; Shotlander, Ryan ; Bedard-Page, Guillaume.
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40. Brazil: Financial Sector Assessment Program-Technical Note on Stress Testing and Systemic Risk Analysis. (2018). International Monetary Fund, .
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41. Rethinking financial stability. (2018). Kapadia, Sujit ; Hinterschweiger, Marc ; HALDANE, ANDREW ; Aikman, David.
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42. Models of Financial Stability and Their Application in Stress Tests. (2018). Farmer, J. ; Wetzer, Thom ; Aymanns, Christopher ; Kleinnijenhuis, Alissa.
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43. Investor behaviour and reaching for yield: evidence from the sterling corporate bond market. (2017). Roberts-Sklar, Matt ; Czech, Robert.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0685.

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