Preface to the Special Issue on Systemic Risk: Models and Mechanisms

DOI10.1287/opre.2016.1562zbMath1354.00070OpenAlexW2527687895MaRDI QIDQ3178756

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Publication date: 20 December 2016

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.2016.1562

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

Cites Work

• RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS
• Systemic Risk in Financial Systems
• On the Measurement of Economic Tail Risk
• When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification
• An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect
• Inhomogeneous Financial Networks and Contagious Links
• Liability Concentration and Systemic Losses in Financial Networks
• To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting
• Hidden Illiquidity with Multiple Central Counterparties
• Risk in a Large Claims Insurance Market with Bipartite Graph Structure
• Central clearing of OTC derivatives: Bilateral vs multilateral netting

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