Latest News
Martin Oehmke reappointed to ESRB Advisory Scientific Committee
13/12/2022
"The Illusion of Control" listed on the FT's "Best books of 2022"
24/11/2022
"The Illusion of Control" included on LSE's Review of Books list of Recommended Readings
26/01/2023
Jón Daníelsson on systemic risk and digital assets
20/01/2023
Martin Oehmke's report for ESRB's ASC Insight on green capital requirements
24/11/2022
Latest Publications
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Journal of Finance, 78 (1), 487-557
The illusion of control: why the financial sector is more vulnerable than ever to a financial crisis
Reforms following the global financial crisis of 2008 were supposed to create a less risky financial world. But has a one-size-fits all approach to...
Systemic risk and digital assets
Despite the U.S. Federal Reserve declaring that FTX doesn’t threaten the stability of the broader financial sector, several recent regulatory and...
Cultural Stereotypes of Multinational Banks
Financial markets, even more than other markets, run on trust. This column uses hand-collected data on banks’ investments in European sovereign debt...
