Eric Schaanning
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Reverse stress testing: Scenario design for macroprudential stress tests Mathematical Finance | 2023-09-28 | Paper |
| Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities SIAM Journal on Financial Mathematics | 2019-03-20 | Paper |
| On dependence consistency of CoVaR and some other systemic risk measures Statistics & Risk Modeling | 2014-03-17 | Paper |
| On dependence consistency of CoVaR and some other systemic risk measures Statistics & Risk Modeling | 2014-03-17 | Paper |
Research outcomes over time
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