Christoph Aymanns

Assistant Professor in School of Finance, University of St. Gallens

Publications

Discussion Papers

Taming the Basel Leverage Cycle

Jul 2015
DP 42
Christoph Aymanns, Fabio Caccioli, J. Doyne Farmer and Vincent W.C. Tan
Effective risk control must make a tradeoff between the microprudential risk of exogenous shocks to individual institutions and the macroprudential risks caused by their systemic interactions. We investigate a simple dynamical model for...