The following pages link to Handbook on Systemic Risk (Q5174508):
Displaying 39 items.
- Systemic risk measures on general measurable spaces (Q343813) (← links)
- Incorporating contagion in portfolio credit risk models using network theory (Q680825) (← links)
- Systemic losses due to counterparty risk in a stylized banking system (Q743444) (← links)
- Trading strategy with stochastic volatility in a limit order book market (Q777935) (← links)
- Dynamic contract design for systemic cyber risk management of interdependent enterprise networks (Q823843) (← links)
- Systemic optimal risk transfer equilibrium (Q829331) (← links)
- Systemic risk and stochastic games with delay (Q1626502) (← links)
- Strategic fire-sales and price-mediated contagion in the banking system (Q1755425) (← links)
- On the stability and the concentration of extended Kalman-Bucy filters (Q1990224) (← links)
- Systemic risk governance in a dynamical model of a banking system (Q2010097) (← links)
- Mean field games with heterogeneous groups: application to banking systems (Q2073048) (← links)
- Nonparametric estimation for interacting particle systems: McKean-Vlasov models (Q2073184) (← links)
- \(N\)-player games and mean-field games with smooth dependence on past absorptions (Q2077351) (← links)
- Sharing idiosyncratic risk even though prices are ``wrong'' (Q2123181) (← links)
- Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence (Q2145789) (← links)
- Asset trading under non-classical ambiguity and heterogeneous beliefs (Q2157189) (← links)
- Quantile-based risk sharing with heterogeneous beliefs (Q2189443) (← links)
- Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
- Partial mean field limits in heterogeneous networks (Q2280020) (← links)
- Dynamic contagion in a banking system with births and defaults (Q2292038) (← links)
- On fairness of systemic risk measures (Q2308182) (← links)
- Bootstrap percolation in directed inhomogeneous random graphs (Q2315432) (← links)
- On the effect of heterogeneity on flocking behavior and systemic risk (Q2409063) (← links)
- Handbook of financial risk management. Simulations and case studies (Q2852457) (← links)
- On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman--Bucy Filters (Q2957559) (← links)
- LOST IN CONTAGION? BUILDING A LIQUIDATION INDEX FROM COVARIANCE DYNAMICS (Q2970316) (← links)
- Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities (Q3122068) (← links)
- Control of Interbank Contagion Under Partial Information (Q3465254) (← links)
- Contagion in Financial Systems: A Bayesian Network Approach (Q4635241) (← links)
- Managing Default Contagion in Inhomogeneous Financial Networks (Q4971974) (← links)
- MODELING LIFETIME EXPECTED CREDIT LOSSES ON BANK LOANS (Q5061495) (← links)
- Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk (Q5080491) (← links)
- Financial Asset Bubbles in Banking Networks (Q5227411) (← links)
- On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (Q5234341) (← links)
- Systemic Risk in Interbanking Networks (Q5258451) (← links)
- A unified approach to systemic risk measures via acceptance sets (Q5743125) (← links)
- Systemic risk statistics with scenario analysis (Q5866094) (← links)
- On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management (Q6092540) (← links)
- Multivariate systemic optimal risk transfer equilibrium (Q6549604) (← links)
