Network Effects in Default Clustering for Large Systems (Q5108926): Difference between revisions

@@ Property / author @@
-Konstantinos V. Spiliopoulos
@@ Property / author: Konstantinos V. Spiliopoulos / rank @@
-Normal rank
@@ Property / author @@
+Konstantinos V. Spiliopoulos
@@ Property / author: Konstantinos V. Spiliopoulos / rank @@
+Normal rank
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+MaRDI publication profile
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+.07645
@@ Property / arXiv ID: 1812.07645 / rank @@
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@@ Property / cites work @@
+Bilateral credit valuation adjustment for large credit derivatives portfolios
+Normal rank
@@ Property / cites work @@
+Systemic Risk in Interbanking Networks
@@ Property / cites work: Systemic Risk in Interbanking Networks / rank @@
+Normal rank
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+Stochastic Evolution Equations in Portfolio Credit Modelling
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+A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning
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+Matrix estimation by universal singular value thresholding
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+Detection of core–periphery structure in networks using spectral methods and geodesic paths
+Normal rank
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+The law of large numbers for self-exciting correlated defaults
+Normal rank
@@ Property / cites work @@
+Systemic Risk in Financial Systems
@@ Property / cites work: Systemic Risk in Financial Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Q3721531
@@ Property / cites work: Q3721531 / rank @@
+Normal rank
@@ Property / cites work @@
+Stability in a Model of Interbank Lending
@@ Property / cites work: Stability in a Model of Interbank Lending / rank @@
+Normal rank
@@ Property / cites work @@
+Large Deviations for a Mean Field Model of Systemic Risk
+Normal rank
@@ Property / cites work @@
+Default clustering in large portfolios: typical events
+Normal rank
@@ Property / cites work @@
+LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT
@@ Property / cites work: LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT / rank @@
+Normal rank
@@ Property / cites work @@
+Credit contagion and aggregate losses
@@ Property / cites work: Credit contagion and aggregate losses / rank @@
+Normal rank
@@ Property / cites work @@
+An SPDE model for systemic risk with endogenous contagion
+Normal rank
@@ Property / cites work @@
+Core and periphery in networks
@@ Property / cites work: Core and periphery in networks / rank @@
+Normal rank
@@ Property / cites work @@
+ASSET ALLOCATION AND ASSET PRICING IN THE FACE OF SYSTEMIC RISK: A LITERATURE OVERVIEW AND ASSESSMENT
+Normal rank
@@ Property / cites work @@
+Heterogeneous credit portfolios and the dynamics of the aggregate losses
+Normal rank
@@ Property / cites work @@
+Q4508926
@@ Property / cites work: Q4508926 / rank @@
+Normal rank
@@ Property / cites work @@
+Systemic Risk and Default Clustering for Large Financial Systems
+Normal rank
@@ Property / cites work @@
+Fluctuation analysis for the loss from default
@@ Property / cites work: Fluctuation analysis for the loss from default / rank @@
+Normal rank
@@ Property / cites work @@
+Default Clustering in Large Pools: Large Deviations
+Normal rank
@@ Property / cites work @@
+Why Are Big Data Matrices Approximately Low Rank?
@@ Property / cites work: Why Are Big Data Matrices Approximately Low Rank? / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2947615987
@@ Property / OpenAlex ID: W2947615987 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5108926