The following pages link to Measures of Systemic Risk (Q4607047):
Displaying 50 items.
- Systemic risk measures on general measurable spaces (Q343813) (← links)
- Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
- An integrated model for fire sales and default contagion (Q829209) (← links)
- Dual representations for systemic risk measures based on acceptance sets (Q829214) (← links)
- Systemic optimal risk transfer equilibrium (Q829331) (← links)
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- Reconstructing the topology of financial networks from degree distributions and reciprocity (Q2001101) (← links)
- Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
- Multi-utility representations of incomplete preferences induced by set-valued risk measures (Q2022756) (← links)
- Elicitability and identifiability of set-valued measures of systemic risk (Q2022759) (← links)
- Addressing systemic risk using contingent convertible debt -- a network analysis (Q2029335) (← links)
- Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals (Q2044330) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Optimal intervention in economic networks using influence maximization methods (Q2116936) (← links)
- Set-valued dynamic risk measures for processes and for vectors (Q2153523) (← links)
- The location of a minimum variance squared distance functional (Q2155839) (← links)
- What is the minimal systemic risk in financial exposure networks? (Q2191503) (← links)
- Dynamic systemic risk measures for bounded discrete time processes (Q2274151) (← links)
- The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks (Q2296100) (← links)
- Dual representations for systemic risk measures (Q2299390) (← links)
- On fairness of systemic risk measures (Q2308182) (← links)
- Impact of contingent payments on systemic risk in financial networks (Q2323337) (← links)
- Intragroup transfers, intragroup diversification and their risk assessment (Q2397786) (← links)
- The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks (Q2409061) (← links)
- Systemic risk and optimal fee for central clearing counterparty under partial netting (Q2417156) (← links)
- Systemic risk models for disjoint and overlapping groups with equilibrium strategies (Q2679209) (← links)
- Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model (Q2682972) (← links)
- Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities (Q3122068) (← links)
- SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948) (← links)
- A supermartingale relation for multivariate risk measures (Q4619535) (← links)
- Contagion in Financial Systems: A Bayesian Network Approach (Q4635241) (← links)
- Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- Managing Default Contagion in Inhomogeneous Financial Networks (Q4971974) (← links)
- Conditional Systemic Risk Measures (Q5013836) (← links)
- Suffocating Fire Sales (Q5029933) (← links)
- Market Efficient Portfolios in a Systemic Economy (Q5080636) (← links)
- Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
- Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments (Q5106355) (← links)
- Systemic Risk in Networks with a Central Node (Q5112531) (← links)
- Short Communication: Robust Market-Adjusted Systemic Risk Measures (Q5162851) (← links)
- Credit Risk Propagation in Structural-Form Models (Q5162860) (← links)
- Obligations with Physical Delivery in a Multilayered Financial Network (Q5215984) (← links)
- CAPITAL ALLOCATION FOR SET-VALUED RISK MEASURES (Q5221484) (← links)
- Financial Asset Bubbles in Banking Networks (Q5227411) (← links)
- SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES (Q5357511) (← links)
- A unified approach to systemic risk measures via acceptance sets (Q5743125) (← links)
- Systemic risk statistics with scenario analysis (Q5866094) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)
