Pages that link to "Item:Q1017080"

The following pages link to Network models and financial stability (Q1017080):

Displaying 50 items.

• Insurance risk analysis of financial networks vulnerable to a shock (Q2140225) (← links)
• Mathematical modeling and optimal control of the impact of rumors on the banking crisis (Q2140613) (← links)
• Credit risk contagion coupling with sentiment contagion (Q2151760) (← links)
• Bank multiplex networks and systemic risk (Q2163131) (← links)
• What is the minimal systemic risk in financial exposure networks? (Q2191503) (← links)
• Defaulting firms and systemic risks in financial networks: a normative approach (Q2205995) (← links)
• Diversification and systemic risk in the banking system (Q2213645) (← links)
• Diffusion bank networks and capital flows (Q2230764) (← links)
• The formation of a core-periphery structure in heterogeneous financial networks (Q2246716) (← links)
• An equilibrium model of interbank networks based on variational inequalities (Q2248410) (← 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)
• Impact of contingent payments on systemic risk in financial networks (Q2323337) (← links)
• Forward-looking solvency contagion (Q2338548) (← 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)
• Contagion risk in endogenous financial networks (Q2410452) (← links)
• Assessing interbank contagion using simulated networks (Q2438067) (← links)
• Leveraging the network: a stress-test framework based on debtrank (Q2520730) (← links)
• Systemic risk contagion in reconstructed financial credit network within banking and firm sectors on DebtRank based model (Q2657423) (← links)
• Impact of the RMB joining in the SDR basket on its internationalization from the perspective of risk spillover (Q2661885) (← links)
• Reducing systemic risk in a multi-layer network using reinforcement learning (Q2675921) (← links)
• Identification of systemically important financial institutions in a multiplex financial network: a multi-attribute decision-based approach (Q2683270) (← links)
• Resilience to contagion in financial networks (Q2799998) (← links)
• The price of complexity in financial networks (Q2962342) (← links)
• Risk Assessment for Banking Systems (Q3115995) (← links)
• Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities (Q3122068) (← links)
• An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect (Q3178759) (← links)
• Optimizing spread dynamics on graphs by message passing (Q3301689) (← links)
• Market procyclicality and systemic risk (Q4554211) (← links)
• Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information (Q4555062) (← links)
• Systemic risk and dynamics of contagion: a duplex inter-bank network (Q4555152) (← links)
• Can bank-specific variables predict contagion effects? (Q4555183) (← links)
• Densely Entangled Financial Systems (Q4562468) (← links)
• Optimal connectivity for a large financial network (Q4606418) (← links)
• Dynamics of international financial networks with risk management (Q4610235) (← links)
• Self-Organization, Resilience and Robustness of Complex Systems Through an Application to Financial Market from an Agent-Based Approach (Q4637662) (← links)
• Financial networks with intermediation (Q4646499) (← links)
• Filling in the blanks: network structure and interbank contagion (Q4683022) (← links)
• Interbank contagion and resolution procedures: inspecting the mechanism (Q4683023) (← links)
• Modelling the emergence of the interbank networks (Q4683024) (← links)
• Quantifying preferential trading in the e-MID interbank market (Q4683030) (← links)
• When does low interconnectivity cause systemic risk? (Q4683110) (← links)
• BANK PANICS AND FIRE SALES, INSOLVENCY AND ILLIQUIDITY (Q4686505) (← links)
• (Q5018494) (← links)
• The impact of CoCo bonds on systemic risk considering liquidity risk (Q5068097) (← links)
• An adaptive dynamical model of default contagion (Q5092640) (← links)
• (Q5120617) (← links)
• Systemic illiquidity in the interbank network (Q5212057) (← links)
• Obligations with Physical Delivery in a Multilayered Financial Network (Q5215984) (← links)