Concepedia

Steffen Sørensen

SS

Statistics

Publications

7

Citations

423

H-Index

7

Active since

2005

Affiliations

Bank of England(Current)

Moody's Corporation (United States)

Investor (Sweden)

Bank for International Settlements

Steffen Sørensen is an author at Bank of England specializing in financial risk, economics, and macroeconomics.

Publications per year

2005–2009

7

Publications

7

Stress Tests of UK Banks Using a VAR Approach

Glenn Hoggarth, Steffen Sørensen, Lea Zicchino · SSRN Electronic Journal · 2005 · 138 citations · Full text

, , +17

The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application

Mathias Drehmann, Steffen Sørensen, Marco Stringa · Journal of Banking & Finance · 2009 · 137 citations

, , +15

The Integrated Impact of Credit and Interest Rate Risk on Banks: An Economic Value and Capital Adequacy Perspective

Mathias Drehmann, Steffen Sørensen, Marco Stringa · SSRN Electronic Journal · 2008 · 53 citations · Full text

, , +16

Extracting Inflation Expectations and Inflation Risk Premia from the Term Structure: A Joint Model of the UK Nominal and Real Yield Curves

Michael Joyce, Peter Lildholdt, Steffen Sørensen · SSRN Electronic Journal · 2009 · 49 citations · Full text

, , +10

Measuring Monetary Policy Expectations from Financial Market Instruments

Michael Joyce, Jonathan Relleen, Steffen Sørensen · SSRN Electronic Journal · 2008 · 20 citations · Full text

, , +11

1–5 of 7