Pages that link to "Item:Q2029335"
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The following pages link to Addressing systemic risk using contingent convertible debt -- a network analysis (Q2029335):
Displaying 10 items.
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- Operational research and artificial intelligence methods in banking (Q2106712) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Insurance risk analysis of financial networks vulnerable to a shock (Q2140225) (← links)
- Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
- Contingent Convertible Obligations and Financial Stability (Q5886362) (← links)
- A simulation-based method for estimating systemic risk measures (Q6087550) (← links)
- Predicting the outbreak of epidemics using a network-based approach (Q6112636) (← links)
- Does the default pecking order impact systemic risk? Evidence from Brazilian data (Q6112874) (← links)
- Pricing CoCos with equity conversion covenant in a distressed market environment (Q6649930) (← links)
