Pages that link to "Item:Q1623981"
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The following pages link to Overlapping portfolios, contagion, and financial stability (Q1623981):
Displaying 19 items.
- The application of macroprudential capital requirements in managing systemic risk (Q1646471) (← links)
- Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes (Q1655659) (← links)
- Partially overlapping ownership and contagion in financial networks (Q1687393) (← links)
- Measuring network systemic risk contributions: a leave-one-out approach (Q1734536) (← links)
- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← links)
- Contagion accounting in stress-testing (Q2136957) (← links)
- What is the minimal systemic risk in financial exposure networks? (Q2191503) (← links)
- Diversification and systemic risk in the banking system (Q2213645) (← links)
- Dynamic integration and network structure of the EMU sovereign bond markets (Q2288911) (← links)
- Leveraging the network: a stress-test framework based on debtrank (Q2520730) (← links)
- Contagion in an interacting economy (Q3302210) (← links)
- Elimination of systemic risk in financial networks by means of a systemic risk transaction tax (Q4554229) (← links)
- Can bank-specific variables predict contagion effects? (Q4555183) (← links)
- Financial networks and interconnectedness in an advanced emerging market economy (Q4555186) (← links)
- Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue (Q5014206) (← links)
- Reverse stress testing: Scenario design for macroprudential stress tests (Q6054451) (← links)
- Connectivity, centralisation and `robustness-yet-fragility' of interbank networks (Q6110755) (← links)
- Trading with the crowd (Q6146670) (← links)
- Research on systemic risk in a triple network (Q6172020) (← links)
