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Systemic Risk and Stability in Financial Networks
Published 2016“…Our results thus highlight that the same factors that contribute to resilience under certain conditions may function as significant sources of systemic risk under others.…”
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Systemic risk and the refinancing ratchet effect
Published 2017“…The refinancing ratchet effect is a new type of systemic risk in the financial system and does not rely on any dysfunctional behaviors.…”
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Systemic Risk and the Refinancing Ratchet Effect
Published 2011Subjects: Get full text
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Systemic Risk and Stability in Financial Networks
Published 2013Subjects: Get full text
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A Survey of Systemic Risk Analytics
Published 2014“…We provide a survey of 31 quantitative measures of systemic risk in the economics and finance literature, chosen to span key themes and issues in systemic risk measurement and management. …”
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Models of systemic risk in financial markets
Published 2015“…<p>This thesis studies systemic risk in financial markets and how it emerges through dynamical and structural amplification mechanisms.…”
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Systemic risk and financial market structure
Published 2001“…Next, we develop an algorithm that both clears the financial system in a computationally efficient fashion and provides information on the systemic risk faced by the individual system firms. Finally, we produce qualitative comparative statics for financial systems. …”
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Systemic risk management in India: An analytics perspective
Published 2023-04-01Subjects: Get full text
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MEASURING SYSTEMIC RISK OF CHINA'S LISTED BANKS
Published 2021-09-01Subjects: “…systemic risk…”
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Network-based measures of systemic risk in Korea
Published 2023-08-01Subjects: “…Systemic risk…”
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Systemic risk, bank’s capital buffer, and leverage
Published 2017-10-01Subjects: “…Systemic risk…”
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SYSTEMIC RISK AND COJUMPS IN HIGH FREQUENCY DATA
Published 2016-12-01“…The situations with identified cojumps will be used to identify simultaneous reactions of these markets in order to develop a measure of the systemic risk.…”
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Computing the impact of central clearing on systemic risk
Published 2024-02-01Subjects: “…systemic risk…”
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Global institutions, national supervision and systemic risk
Published 2014-10-01Get full text
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