Pages that link to "Item:Q3115995"
From MaRDI portal
The following pages link to Risk Assessment for Banking Systems (Q3115995):
Displaying 50 items.
- Systemic interbank network risks in Russia (Q266701) (← links)
- The network structure and systemic risk in the global non-life insurance market (Q282265) (← links)
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk (Q310950) (← links)
- Systemic risk measures on general measurable spaces (Q343813) (← links)
- On the computational complexity of measuring global stability of banking networks (Q487019) (← links)
- A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties (Q494344) (← links)
- Network topology and interbank credit risk (Q508318) (← links)
- A time series analysis of financial fragility in the UK banking system (Q665701) (← links)
- Sharp asymptotics for large portfolio losses under extreme risks (Q666988) (← links)
- A proximity based macro stress testing framework (Q727657) (← links)
- Systemic losses due to counterparty risk in a stylized banking system (Q743444) (← links)
- Management of banking network stability taking into account industry-specific risks (Q747343) (← links)
- \textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe (Q900389) (← links)
- Network and eigenvalue analysis of financial transaction networks (Q977772) (← links)
- Network models and financial stability (Q1017080) (← links)
- Bank supervision using the threshold-minimum dominating set (Q1619369) (← links)
- Overlapping portfolios, contagion, and financial stability (Q1623981) (← links)
- Portfolio diversification and systemic risk in interbank networks (Q1655687) (← links)
- Evaluating systemic risk using bank default probabilities in financial networks (Q1656783) (← links)
- Network entropy and systemic risk in dynamic banking systems (Q1687399) (← links)
- Mathematical modeling and analysis of insolvency contagion in an interbank network (Q1709963) (← links)
- Identifying systemically important financial institutions: a network approach (Q1722754) (← links)
- Financial contagion and asset liquidation strategies (Q1728164) (← links)
- Trade credit contracting under asymmetric credit default risk: screening, checking or insurance (Q1754117) (← links)
- Robust and sparse banking network estimation (Q1754723) (← links)
- Strategic fire-sales and price-mediated contagion in the banking system (Q1755425) (← links)
- The stability of interbank market network: a perspective on contagion and risk sharing (Q1796532) (← links)
- Banking regulation and systemic risk (Q1870487) (← links)
- Systemic risk in banking networks: advantages of ``tiered'' banking systems (Q1991920) (← links)
- Contagion and risk-sharing on the inter-bank market (Q1994269) (← links)
- Stability of the world trade web over time -- an extinction analysis (Q1994290) (← links)
- Adjustable network reconstruction with applications to CDS exposures (Q2001099) (← links)
- Systemic risk governance in a dynamical model of a banking system (Q2010097) (← links)
- Interconnected banks and systemically important exposures (Q2054852) (← links)
- Financial contagion in banking networks with community structure (Q2108669) (← links)
- Backtesting macroprudential stress tests (Q2136941) (← links)
- Contagion accounting in stress-testing (Q2136957) (← links)
- Default ambiguity: finding the best solution to the clearing problem (Q2152134) (← links)
- Network interdependence and optimization of bank portfolios from developed and emerging Asia Pacific countries (Q2166077) (← links)
- Do banks change their liquidity ratios based on network characteristics? (Q2183893) (← 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)
- Network tail risk estimation in the European banking system (Q2246610) (← links)
- Does risk aversion affect bank output loss? The case of the eurozone (Q2286906) (← 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)
- Monitoring banking system connectedness with big data (Q2323377) (← links)
- The spread of a financial virus through Europe and beyond (Q2335314) (← links)
- Forward-looking solvency contagion (Q2338548) (← links)
