Preface to the Special Issue on Systemic Risk: Models and Mechanisms
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Publication:3178756
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
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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