Pages that link to "Item:Q1657505"
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The following pages link to Systemic risk mitigation in financial networks (Q1657505):
Displaying 50 items.
- The network structure and systemic risk in the global non-life insurance market (Q282265) (← links)
- Rollover risk, network structure and systemic financial crises (Q310940) (← links)
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk (Q310950) (← links)
- Credit default swaps and systemic risk (Q513095) (← links)
- An optimization model for minimizing systemic risk (Q829210) (← links)
- Systemic credit freezes in financial lending networks (Q829216) (← links)
- Monitoring vulnerability and impact diffusion in financial networks (Q1655627) (← links)
- Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes (Q1655659) (← links)
- Incentivizing resilience in financial networks (Q1655678) (← links)
- Portfolio diversification and systemic risk in interbank networks (Q1655687) (← links)
- Evaluating systemic risk using bank default probabilities in financial networks (Q1656783) (← links)
- Systemic risk shifting in financial networks (Q1995303) (← links)
- Addressing systemic risk using contingent convertible debt -- a network analysis (Q2029335) (← links)
- Optimal intervention in economic networks using influence maximization methods (Q2116936) (← links)
- Constructing banking networks under decreasing costs of link formation (Q2127361) (← links)
- A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538) (← links)
- Financial network connectedness and systemic risk during the COVID-19 pandemic (Q2166079) (← 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)
- Filtering for risk assessment of interbank network (Q2272322) (← links)
- Dynamic integration and network structure of the EMU sovereign bond markets (Q2288911) (← 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)
- Network analysis and systemic FX settlement risk (Q2409059) (← links)
- Rollover risk and endogenous network dynamics (Q2438071) (← links)
- Leveraging the network: a stress-test framework based on debtrank (Q2520730) (← links)
- How is systemic risk amplified by three typical financial networks (Q2676166) (← 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)
- 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)
- (Q4251816) (← links)
- Financial Network Systemic Risk Contributions (Q4554731) (← links)
- Dynamics of international financial networks with risk management (Q4610235) (← links)
- Risk trading, network topology and banking regulation (Q4647274) (← links)
- Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments (Q5106355) (← links)
- Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems (Q5162854) (← links)
- Obligations with Physical Delivery in a Multilayered Financial Network (Q5215984) (← links)
- Systemic Risk in Interbanking Networks (Q5258451) (← links)
- Interbank Clearing in Financial Networks with Multiple Maturities (Q5742494) (← links)
- Contagion and supervision of liquidity crisis in interbank markets: based on the SIS network model (Q6061053) (← links)
- Systemic-risk and evolutionary stable strategies in a financial network (Q6078101) (← links)
- Clearing payments in dynamic financial networks (Q6088362) (← links)
- Multivariate stress scenario selection in interbank networks (Q6094494) (← links)
- Credit risk contagion and optimal dual control -- an SIS/R model (Q6104739) (← links)
- Network versus portfolio structure in financial systems (Q6135176) (← links)
- Research on systemic risk in a triple network (Q6172020) (← links)
- Multi-period liability clearing via convex optimal control (Q6173805) (← links)
