Immune or at-risk? Stock markets and the significance of the COVID-19 pandemic. [PDF]
J Behav Exp Finance, 2021 O'Donnell N, Shannon D, Sheehan B.
europepmc +1 more source
Fixing carbon credits requires a new financing model. [PDF]
PNAS NexusProbst BS, Egli F.
europepmc +1 more source
Microprudential bank capital regulation in a complex system. [PDF]
Heliyon, 2023 McKeever D.
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Computing the impact of central clearing on systemic risk. [PDF]
Front Artif IntellNowaczyk N, O'Halloran S.
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Counterparty credit risk in derivatives [PDF]
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, 2015 openaire +1 more source
Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks [PDF]
Credit default swaps (CDS) which constitute up to 98% of credit derivatives have had a unique, endemic and pernicious role to play in the current financial crisis.
Sheri Markose +3 more
core
Alliance-based modeling of interbank lending networks: insights into risk contagion dynamics. [PDF]
PLoS OneJiang Z, Jiang X, Yan H, Xie Y, Yao J.
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Are Banking Systems Increasingly Fragile ? Investigating Financial Institutions’ CDS Returns Extreme Co-Movements [PDF]
This paper investigates potential contagion among the major financial institutions in developed economies. Using Credit Default Swaps (CDS) premia as a measure of credit or counterparty risk, our analysis focuses on the extreme co-movements of Financial ...
Dima Rahman
core
Coordinated optimization of reserve fund scale and emergency resource allocation for power utilities under multi-type large-scale blackout risks. [PDF]
PLoS OneGu Y, Zhang Z, Zhang L.
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Systemic Importance and Risk Characteristics of Banks Based on a Multi-Layer Financial Network Analysis. [PDF]
Entropy (Basel)Gao Q, Fan H, Yu C.
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