Pages that link to "Item:Q3178761"
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The following pages link to Liability Concentration and Systemic Losses in Financial Networks (Q3178761):
Displayed 20 items.
- An integrated model for fire sales and default contagion (Q829209) (← links)
- Financial contagion and asset liquidation strategies (Q1728164) (← links)
- Insurance risk analysis of financial networks vulnerable to a shock (Q2140225) (← links)
- Optimal intervention under stress scenarios: a case of the Korean financial system (Q2294313) (← links)
- Impact of contingent payments on systemic risk in financial networks (Q2323337) (← links)
- Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities (Q3122068) (← links)
- Preface to the Special Issue on Systemic Risk: Models and Mechanisms (Q3178756) (← links)
- A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning (Q3387916) (← links)
- Managing Default Contagion in Inhomogeneous Financial Networks (Q4971974) (← links)
- Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties (Q4995064) (← links)
- Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue (Q5014206) (← links)
- Market Efficient Portfolios in a Systemic Economy (Q5080636) (← links)
- Systemic Risk-Driven Portfolio Selection (Q5095162) (← links)
- Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments (Q5106355) (← links)
- Obligations with Physical Delivery in a Multilayered Financial Network (Q5215984) (← links)
- FINANCIAL CONTAGION IN A STOCHASTIC BLOCK MODEL (Q5854323) (← links)
- Multivariate stress scenario selection in interbank networks (Q6094494) (← links)
- Optimal network compression (Q6106794) (← links)
- Transfers and resilience in economic networks (Q6131131) (← links)
- An effective global algorithm for worst-case linear optimization under polyhedral uncertainty (Q6166102) (← links)