Pages that link to "Item:Q1656783"

The following pages link to Evaluating systemic risk using bank default probabilities in financial networks (Q1656783):

Displaying 21 items.

• The network structure and systemic risk in the global non-life insurance market (Q282265) (← links)
• Large exposure estimation through automatic business group identification (Q513093) (← links)
• Management of banking network stability taking into account industry-specific risks (Q747343) (← links)
• Bank supervision using the threshold-minimum dominating set (Q1619369) (← links)
• Monitoring vulnerability and impact diffusion in financial networks (Q1655627) (← links)
• Analysing the systemic risk of Indian banks (Q1730177) (← links)
• Robust and sparse banking network estimation (Q1754723) (← links)
• The impacts of interest rates on banks' loan portfolio risk-taking (Q2102868) (← links)
• Analyzing systemic risk using non-linear marginal expected shortfall and its minimum spanning tree (Q2148614) (← links)
• Portfolio optimization with asset-liability ratio regulation constraints (Q2173693) (← links)
• Do banks change their liquidity ratios based on network characteristics? (Q2183893) (← links)
• Systemic risk assessment through high order clustering coefficient (Q2241111) (← links)
• News and narratives in financial systems: exploiting big data for systemic risk assessment (Q2246602) (← links)
• Filtering for risk assessment of interbank network (Q2272322) (← links)
• Bayesian nonparametric sparse VAR models (Q2323368) (← links)
• Monitoring banking system connectedness with big data (Q2323377) (← links)
• Forward-looking solvency contagion (Q2338548) (← links)
• Identification of systemically important financial institutions in a multiplex financial network: a multi-attribute decision-based approach (Q2683270) (← links)
• (Q4251816) (← links)
• Financial Network Systemic Risk Contributions (Q4554731) (← links)
• Does the default pecking order impact systemic risk? Evidence from Brazilian data (Q6112874) (← links)