Pages that link to "Item:Q4555633"
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The following pages link to Where the Risks Lie: A Survey on Systemic Risk* (Q4555633):
Displaying 40 items.
- Systemic risk elicitation: using causal maps to engage stakeholders and build a comprehensive view of risks (Q296751) (← links)
- Capital adequacy rules, catastrophic firm failure, and systemic risk (Q385654) (← links)
- Empirically assessing and modeling spillover effects from operational risk events in the insurance industry (Q784418) (← links)
- The impact of systemic and illiquidity risk on financing with risky collateral (Q1623973) (← links)
- Monetary policy and long-run systemic risk-taking (Q1657161) (← links)
- Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise (Q1680700) (← links)
- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← links)
- Scaling the twin peaks: systemic risk and dual regulation (Q1741764) (← links)
- Systemic risk in Europe: deciphering leading measures, common patterns and real effects (Q1744874) (← links)
- Banking regulation and systemic risk (Q1870487) (← links)
- An SPDE model for systemic risk with endogenous contagion (Q1999595) (← links)
- Addressing systemic risk using contingent convertible debt -- a network analysis (Q2029335) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- A method to decompose the systemic risk in geographic areas (Q2153641) (← links)
- What is the minimal systemic risk in financial exposure networks? (Q2191503) (← links)
- Combining permutation tests to rank systemically important banks (Q2220292) (← links)
- Systemic risk measurement: bucketing global systemically important banks (Q2240678) (← links)
- Network tail risk estimation in the European banking system (Q2246610) (← links)
- Special issue: Monitoring systemic risk: data, models and metrics (Q2409057) (← links)
- Time-varying general dynamic factor models and the measurement of financial connectedness (Q2658788) (← links)
- Systemic cascades on inhomogeneous random financial networks (Q2690069) (← links)
- Systemic risk components and deposit insurance premia (Q2873037) (← links)
- Asset allocation and asset pricing in the face of systemic risk: a literature overview and assessment (Q2892981) (← links)
- Preface to the Special Issue on Systemic Risk: Models and Mechanisms (Q3178756) (← links)
- COHERENT PORTFOLIO SEPARATION — INHERENT SYSTEMIC RISK? (Q4662053) (← links)
- Vulnerability-CoVaR: investigating the crypto-market (Q5039634) (← links)
- Financial Econometrics and Systemic Risk (Q5049419) (← links)
- Structure and function in human and primate social networks: implications for diffusion, network stability and health (Q5161052) (← links)
- Towards a Generalized Measure of Systemic Risk: Systemic Turbulence Measure (Q5240112) (← links)
- Measuring Systemic Risk with CoVaR Using a Stock Market Data Based Approach (Q5240333) (← links)
- A unified approach to systemic risk measures via acceptance sets (Q5743125) (← links)
- SYSTEMIC RISK: THE EFFECT OF MARKET CONFIDENCE (Q5854310) (← links)
- A compositional analysis of systemic risk in European financial institutions (Q6076758) (← links)
- Systemic risk of optioned portfolio: controllability and optimization (Q6094474) (← links)
- Dynamic monitoring of financial security risks: a novel China financial risk index and an early warning system (Q6117762) (← links)
- Probability equivalent level for CoVaR and VaR (Q6199665) (← links)
- Measuring financial systemic risk: net liability clearing mechanism and contagion effect (Q6595015) (← links)
- A critical discussion on systemic risk measures (Q6601659) (← links)
- Conditional Extremes in Asymmetric Financial Markets (Q6626295) (← links)
- Netting and novation in repo networks (Q6644196) (← links)