Pages that link to "Item:Q3114673"
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The following pages link to Systemic Risk in Financial Systems (Q3114673):
Displayed 50 items.
- Risk-consistent conditional systemic risk measures (Q271876) (← links)
- TENET: tail-event driven network risk (Q281059) (← links)
- The network structure and systemic risk in the global non-life insurance market (Q282265) (← links)
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk (Q310950) (← links)
- Systemic risk measures on general measurable spaces (Q343813) (← links)
- Credit risk in general equilibrium (Q471329) (← links)
- A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties (Q494344) (← links)
- Network topology and interbank credit risk (Q508318) (← links)
- Sensitivity analysis of the Eisenberg-Noe model of contagion (Q613363) (← links)
- Dynamic contract design for systemic cyber risk management of interdependent enterprise networks (Q823843) (← links)
- Preface to the special issue on systemic risk and financial networks (Q829203) (← links)
- How safe are central counterparties in credit default swap markets? (Q829207) (← links)
- An integrated model for fire sales and default contagion (Q829209) (← links)
- Compound Poisson models for weighted networks with applications in finance (Q829212) (← links)
- Systemic credit freezes in financial lending networks (Q829216) (← links)
- Systemic risk in a unifying framework for cascading processes on networks (Q977758) (← links)
- Network and eigenvalue analysis of financial transaction networks (Q977772) (← links)
- Network models and financial stability (Q1017080) (← links)
- Structural default model with mutual obligations (Q1621641) (← links)
- Price dynamics, financial fragility and aggregate volatility (Q1624000) (← links)
- Reconstruction methods for networks: the case of economic and financial systems (Q1632525) (← links)
- The application of macroprudential capital requirements in managing systemic risk (Q1646471) (← links)
- On solving mutual liability problems (Q1650847) (← 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 mitigation in financial networks (Q1657505) (← links)
- Credit risk transfer in SME loan guarantee networks (Q1697670) (← links)
- Mathematical modeling and analysis of insolvency contagion in an interbank network (Q1709963) (← links)
- A regulation model for the solvency of banking system: based on the pinning control theory of complex network (Q1727399) (← links)
- Financial contagion and asset liquidation strategies (Q1728164) (← links)
- Measuring network systemic risk contributions: a leave-one-out approach (Q1734536) (← links)
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- Sharing market access in buyer-seller networks (Q1753701) (← links)
- Strategic fire-sales and price-mediated contagion in the banking system (Q1755425) (← links)
- Tackling information asymmetry in networks: a new entropy-based ranking index (Q1756553) (← links)
- From ecology to finance (and back?): a review on entropy-based null models for the analysis of bipartite networks (Q1756566) (← links)
- Uniqueness of equilibrium in a payment system with liquidation costs (Q1785453) (← links)
- The bankruptcy problem in financial networks (Q1787698) (← links)
- Optimization in curbing risk contagion among financial institutes (Q1797111) (← links)
- Contagion and risk-sharing on the inter-bank market (Q1994269) (← links)
- Systemic risk shifting in financial networks (Q1995303) (← links)
- Cross-ownership and portfolio choice (Q1995333) (← links)
- An SPDE model for systemic risk with endogenous contagion (Q1999595) (← links)
- Adjustable network reconstruction with applications to CDS exposures (Q2001099) (← links)
- Reconstructing the topology of financial networks from degree distributions and reciprocity (Q2001101) (← links)
- A flow network analysis of direct balance-sheet contagion in financial networks (Q2002655) (← links)
- Stochastic modeling and fair valuation of drawdown insurance (Q2015656) (← links)