Systemic risk concerns the stability of systems composed by different parts, specifically the prediction and prevention of systemic events. A systemic event is typically defined as a phenomenon that emerges from the complex interactions of the constituents and compromises the normal functioning of the system. In particular, in finance the elementary constituents are financial institutions, such as banks, and systemic risk pertains the description and prevention of collapses that involve large portions of the financial system. After the recent troubled years for the global economy, in which two severe crises (the 2007 crisis of financial markets and the 2010 sovereign debt crisis) have put the whole economic system in dramatic distress, vuln...
Systemisches Risiko ist ein allgemeines Merkmal vieler komplexer Systeme. Die Wissenschaft Komplexer...
As economic entities become increasingly interconnected, a shock in a financial network can provoke ...
Financial networks are dynamic. To assess their systemic importance to the world-wide economic netwo...
We address a fundamental problem that is systematically encountered when modeling real-world complex...
Monitoring and assessing systemic risk in financial markets is of great importance but it often requ...
We address a fundamental problem that is systematically encountered when modeling real-world complex...
We study the difference between the level of systemic risk that is empirically measured on an interb...
In this paper we estimate the propagation of liquidity shocks through interbank markets when the inf...
Complex non-linear interactions between banks and assets we model by two time-dependent Erdos-Renyi ...
In the aftermath of the financial crisis of 2008, many policy makers and researchers pointed to the ...
The financial crisis in 2007-2008 has inspired intensive research on the risk assessment and control...
Thesis: S.M., Massachusetts Institute of Technology, Department of Electrical Engineering and Comput...
The recent crisis has highlighted the crucial role that existing linkages among banks and financial ...
Systemic risk in financial markets arises either through synchronized behaviour of agents, or becaus...
Financial instability and its destructive effects on the economy can lead to financial crises due to...
Systemisches Risiko ist ein allgemeines Merkmal vieler komplexer Systeme. Die Wissenschaft Komplexer...
As economic entities become increasingly interconnected, a shock in a financial network can provoke ...
Financial networks are dynamic. To assess their systemic importance to the world-wide economic netwo...
We address a fundamental problem that is systematically encountered when modeling real-world complex...
Monitoring and assessing systemic risk in financial markets is of great importance but it often requ...
We address a fundamental problem that is systematically encountered when modeling real-world complex...
We study the difference between the level of systemic risk that is empirically measured on an interb...
In this paper we estimate the propagation of liquidity shocks through interbank markets when the inf...
Complex non-linear interactions between banks and assets we model by two time-dependent Erdos-Renyi ...
In the aftermath of the financial crisis of 2008, many policy makers and researchers pointed to the ...
The financial crisis in 2007-2008 has inspired intensive research on the risk assessment and control...
Thesis: S.M., Massachusetts Institute of Technology, Department of Electrical Engineering and Comput...
The recent crisis has highlighted the crucial role that existing linkages among banks and financial ...
Systemic risk in financial markets arises either through synchronized behaviour of agents, or becaus...
Financial instability and its destructive effects on the economy can lead to financial crises due to...
Systemisches Risiko ist ein allgemeines Merkmal vieler komplexer Systeme. Die Wissenschaft Komplexer...
As economic entities become increasingly interconnected, a shock in a financial network can provoke ...
Financial networks are dynamic. To assess their systemic importance to the world-wide economic netwo...