Addressing systemic risk using contingent convertible debt -- a network analysis
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Publication:2029335
DOI10.1016/j.ejor.2020.07.062zbMath1487.91153OpenAlexW2995205596MaRDI QIDQ2029335
Runzu Wang, Yueliang Lu, Aparna Gupta
Publication date: 3 June 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2020.07.062
Related Items (9)
Contingent Convertible Obligations and Financial Stability ⋮ Insurance risk analysis of financial networks vulnerable to a shock ⋮ Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics ⋮ A simulation-based method for estimating systemic risk measures ⋮ Predicting the outbreak of epidemics using a network-based approach ⋮ Does the default pecking order impact systemic risk? Evidence from Brazilian data ⋮ Dynamic large financial networks \textit{via} conditional expected shortfalls ⋮ Operational research and artificial intelligence methods in banking ⋮ Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
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