Pages that link to "Item:Q3115995"
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The following pages link to Risk Assessment for Banking Systems (Q3115995):
Displaying 48 items.
- Risk analysis with contractual default. Does covenant breach matter? (Q2355962) (← links)
- Banks, relative performance, and sequential contagion (Q2373378) (← links)
- The equity risk posed by the too-big-to-fail banks: a Foster-Hart estimation (Q2399305) (← links)
- The impact of network inhomogeneities on contagion and system stability (Q2400008) (← links)
- Special issue: Monitoring systemic risk: data, models and metrics (Q2409057) (← links)
- The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks (Q2409061) (← links)
- Financial contagion: extending the exposures network of the Mexican financial system (Q2438066) (← links)
- Assessing interbank contagion using simulated networks (Q2438067) (← links)
- Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes (Q2438069) (← links)
- Leveraging the network: a stress-test framework based on debtrank (Q2520730) (← links)
- Impact of compensation structure and managerial incentives on bank risk taking (Q2630116) (← links)
- Fair immunization and network topology of complex financial ecosystems (Q2685076) (← links)
- Resilience to contagion in financial networks (Q2799998) (← links)
- Systemic risk components and deposit insurance premia (Q2873037) (← links)
- The price of complexity in financial networks (Q2962342) (← links)
- An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect (Q3178759) (← links)
- Liability Concentration and Systemic Losses in Financial Networks (Q3178761) (← links)
- Risk-Dependent Centrality in Economic and Financial Networks (Q3295871) (← links)
- Market procyclicality and systemic risk (Q4554211) (← links)
- Can bank-specific variables predict contagion effects? (Q4555183) (← links)
- Financial networks and interconnectedness in an advanced emerging market economy (Q4555186) (← links)
- Contagion in Financial Systems: A Bayesian Network Approach (Q4635241) (← links)
- Risk trading, network topology and banking regulation (Q4647274) (← links)
- Filling in the blanks: network structure and interbank contagion (Q4683022) (← links)
- BANK PANICS AND FIRE SALES, INSOLVENCY AND ILLIQUIDITY (Q4686505) (← links)
- Diffusion of Defaults Among Financial Institutions (Q4687367) (← links)
- Connectedness of Markets with Heterogeneous Agents and the Information Cascades (Q5012230) (← links)
- Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue (Q5014206) (← links)
- A Dynamic Contagion Risk Model with Recovery Features (Q5085147) (← links)
- Social Networks from a Designer’s Viewpoint (Q5111102) (← links)
- (Q5120617) (← links)
- Estimating the money market microstructure with negative and zero interest rates (Q5121490) (← links)
- An algorithm of propagation in weighted directed graphs with applications to economics and finance (Q5190038) (← links)
- Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
- Obligations with Physical Delivery in a Multilayered Financial Network (Q5215984) (← links)
- Financial Asset Bubbles in Banking Networks (Q5227411) (← links)
- Completeness, interconnectedness and distribution of interbank exposures—a parameterized analysis of the stability of financial networks (Q5245922) (← links)
- Interbank network model and distributed prediction strategy of systemic risk (Q5371369) (← links)
- SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK (Q5398354) (← links)
- Optimal control of interbank contagion under complete information (Q5402789) (← links)
- Optimization of Fire Sales and Borrowing in Systemic Risk (Q5742495) (← links)
- On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management (Q6092540) (← links)
- Does the default pecking order impact systemic risk? Evidence from Brazilian data (Q6112874) (← links)
- A dynamic network model to measure exposure concentration in the Austrian interbank market (Q6122777) (← links)
- Seniorities and minimal clearing in financial network games (Q6164509) (← links)
- Research on systemic risk in a triple network (Q6172020) (← links)
- Optimal clearing payments in a financial contagion model (Q6557368) (← links)
- Measuring financial systemic risk: net liability clearing mechanism and contagion effect (Q6595015) (← links)