Risk assessment for banking systems
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Publication:3115995
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- The impact of network inhomogeneities on contagion and system stability
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- Do banks change their liquidity ratios based on network characteristics?
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- The price of complexity in financial networks
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- Sharp asymptotics for large portfolio losses under extreme risks
- Forward-looking solvency contagion
- The equity risk posed by the too-big-to-fail banks: a Foster-Hart estimation
- A simple model of bank bankruptcies
- A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties
- Network entropy and systemic risk in dynamic banking systems
- Systemic risk through contagion in a core-periphery structured banking network
- Can bank-specific variables predict contagion effects?
- Financial asset bubbles in banking networks
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