Pages that link to "Item:Q3114673"

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

Displaying 50 items.

• Leveraging the network: a stress-test framework based on debtrank (Q2520730) (← links)
• Reducing systemic risk in a multi-layer network using reinforcement learning (Q2675921) (← links)
• How is systemic risk amplified by three typical financial networks (Q2676166) (← links)
• Systemic risk models for disjoint and overlapping groups with equilibrium strategies (Q2679209) (← links)
• Identification of systemically important financial institutions in a multiplex financial network: a multi-attribute decision-based approach (Q2683270) (← links)
• Fair immunization and network topology of complex financial ecosystems (Q2685076) (← links)
• Systemic cascades on inhomogeneous random financial networks (Q2690069) (← links)
• Resilience to contagion in financial networks (Q2799998) (← links)
• Efficient solution of structural default models with correlated jumps and mutual obligations (Q2804497) (← links)
• Double cascade model of financial crises (Q2816958) (← links)
• Modern monetary circuit theory, stability of interconnected banking network, and balance sheet optimization for individual banks (Q2828054) (← links)
• Systemic risk components and deposit insurance premia (Q2873037) (← links)
• The price of complexity in financial networks (Q2962342) (← links)
• Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities (Q3122068) (← links)
• Preface to the Special Issue on Systemic Risk: Models and Mechanisms (Q3178756) (← links)
• An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect (Q3178759) (← links)
• Inhomogeneous Financial Networks and Contagious Links (Q3178760) (← links)
• Liability Concentration and Systemic Losses in Financial Networks (Q3178761) (← links)
• To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting (Q3178762) (← links)
• Risk in a Large Claims Insurance Market with Bipartite Graph Structure (Q3178764) (← links)
• Optimizing spread dynamics on graphs by message passing (Q3301689) (← links)
• OLD PROBLEMS, CLASSICAL METHODS, NEW SOLUTIONS (Q3304213) (← links)
• A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning (Q3387916) (← links)
• Control of Interbank Contagion Under Partial Information (Q3465254) (← links)
• Market procyclicality and systemic risk (Q4554211) (← links)
• Elimination of systemic risk in financial networks by means of a systemic risk transaction tax (Q4554229) (← links)
• Financial Network Systemic Risk Contributions (Q4554731) (← links)
• Systemic risk and dynamics of contagion: a duplex inter-bank network (Q4555152) (← links)
• Can bank-specific variables predict contagion effects? (Q4555183) (← links)
• Financial networks and interconnectedness in an advanced emerging market economy (Q4555186) (← links)
• Monitoring systemic risk in the hedge fund sector (Q4555188) (← links)
• Network reconstruction with UK CDS trade repository data (Q4555197) (← links)
• Measures of Systemic Risk (Q4607047) (← links)
• Network topology of the interbank market (Q4610278) (← links)
• Contagion in Financial Systems: A Bayesian Network Approach (Q4635241) (← links)
• Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← links)
• (Q4638083) (← links)
• Risk trading, network topology and banking regulation (Q4647274) (← 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)
• BANK PANICS AND FIRE SALES, INSOLVENCY AND ILLIQUIDITY (Q4686505) (← links)
• Diffusion of Defaults Among Financial Institutions (Q4687367) (← links)
• Managing Default Contagion in Inhomogeneous Financial Networks (Q4971974) (← links)
• Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties (Q4995064) (← links)
• Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue (Q5014206) (← links)
• Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing (Q5014250) (← links)
• Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary (Q5015424) (← links)
• Macroeconomic and Financial Networks: Review of Some Recent Developments in Parametric and Non-parametric Approaches (Q5022167) (← links)
• Suffocating Fire Sales (Q5029933) (← links)