Pages that link to "Item:Q3114673"

The following pages link to Systemic Risk in Financial Systems (Q3114673):

Displaying 50 items.

• Adjustable network reconstruction with applications to CDS exposures (Q2001099) (← links)
• Reconstructing the topology of financial networks from degree distributions and reciprocity (Q2001101) (← links)
• A flow network analysis of direct balance-sheet contagion in financial networks (Q2002655) (← links)
• Stochastic modeling and fair valuation of drawdown insurance (Q2015656) (← links)
• Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
• Elicitability and identifiability of set-valued measures of systemic risk (Q2022759) (← links)
• Mandatory disclosure and financial contagion (Q2025035) (← links)
• Addressing systemic risk using contingent convertible debt -- a network analysis (Q2029335) (← links)
• An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation (Q2044572) (← links)
• Simulating liquidity stress in the derivatives market (Q2054815) (← links)
• Optimal capital structure and simultaneous bankruptcy of firms in corporate networks (Q2054846) (← links)
• Interconnected banks and systemically important exposures (Q2054852) (← links)
• Implicit government guarantees and the externality of portfolio diversification: a complex network approach (Q2067602) (← links)
• Contagion in networks: stability and efficiency (Q2070563) (← links)
• Financial replicator dynamics: emergence of systemic-risk-averting strategies (Q2090255) (← links)
• Continuity and sensitivity analysis of parameterized Nash games (Q2099318) (← links)
• The impacts of interest rates on banks' loan portfolio risk-taking (Q2102868) (← links)
• Financial contagion in banking networks with community structure (Q2108669) (← links)
• Optimal intervention in economic networks using influence maximization methods (Q2116936) (← links)
• A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538) (← links)
• Backtesting macroprudential stress tests (Q2136941) (← links)
• Contagion accounting in stress-testing (Q2136957) (← links)
• Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external assets (Q2137655) (← links)
• Insurance risk analysis of financial networks vulnerable to a shock (Q2140225) (← links)
• Default ambiguity: finding the best solution to the clearing problem (Q2152134) (← links)
• On the fictitious default algorithm in fuzzy financial networks (Q2191232) (← links)
• What is the minimal systemic risk in financial exposure networks? (Q2191503) (← links)
• A lending scheme for a system of interconnected banks with probabilistic constraints of failure (Q2203046) (← links)
• Defaulting firms and systemic risks in financial networks: a normative approach (Q2205995) (← links)
• Diversification and systemic risk in the banking system (Q2213645) (← links)
• Systemic risk of portfolio diversification (Q2236296) (← links)
• A repo model of fire sales with VWAP and LOB pricing mechanisms (Q2239974) (← links)
• Network tail risk estimation in the European banking system (Q2246610) (← links)
• The formation of a core-periphery structure in heterogeneous financial networks (Q2246716) (← links)
• Filtering for risk assessment of interbank network (Q2272322) (← links)
• Optimal intervention under stress scenarios: a case of the Korean financial system (Q2294313) (← links)
• The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks (Q2296100) (← links)
• Dual representations for systemic risk measures (Q2299390) (← links)
• On fairness of systemic risk measures (Q2308182) (← links)
• Settlement fund circulation problem (Q2312652) (← links)
• Impact of contingent payments on systemic risk in financial networks (Q2323337) (← links)
• Capital regulation under price impacts and dynamic financial contagion (Q2333022) (← links)
• Forward-looking solvency contagion (Q2338548) (← links)
• Systemic risk in multiplex networks with asymmetric coupling and threshold feedback (Q2357546) (← links)
• The impact of network inhomogeneities on contagion and system stability (Q2400008) (← links)
• The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks (Q2409061) (← links)
• Optimal targeting strategies in a network under complementarities (Q2411518) (← links)
• Systemic risk and optimal fee for central clearing counterparty under partial netting (Q2417156) (← links)
• Assessing interbank contagion using simulated networks (Q2438067) (← links)
• How to measure interconnectedness between banks, insurers and financial conglomerates (Q2520728) (← links)