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Supply chain disruption models: A critical review
Bugert, Niels; Lasch, Rainer - In: Logistics Research 11 (2018) 5, pp. 1-35
. Within the research area of supply chain risk management, researchers use simulation models and algorithms to analyze …
Persistent link: https://www.econbiz.de/10011902115
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Exiting the COVID-19 pandemic: after-shock risks and avoidance of disruption tails in supply chains
Ivanov, Dmitry - In: Annals of Operations Research (2021), pp. 1-18
deficits in the markets and high inventory costs in the supply chains. In this paper, we use a discrete-event simulation model …
Persistent link: https://www.econbiz.de/10014501418
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Supply chain disruption models : a critical review
Bugert, Niels; Lasch, Rainer - In: Logistics research 11 (2018) 5, pp. 1-35
. Within the research area of supply chain risk management, researchers use simulation models and algorithms to analyze …
Persistent link: https://www.econbiz.de/10011895450
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Visualisation of ripple effect in supply chains under long-term, simultaneous disruptions : a system dynamics approach
Ghadge, Abhijeet; Kara, Merve Er; Ivanov, Dmitry; … - In: International journal of production research 60 (2022) 20, pp. 6173-6186
Persistent link: https://www.econbiz.de/10013501022
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Stress testing and calibration of macroprudential policy tools
Górnicka, Lucyna; Valderrama, Laura - 2020
We present a semi-structural model of default risk, which is a function of loan and borrower characteristics, economic conditions, and the regulatory environment. We use this model to simulate bank credit losses for stress-testing purposes and to calibrate borrower-based macroprudential tools....
Persistent link: https://www.econbiz.de/10012301885
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Stress-testing of liquidity risk in TARGET2
Papsdorf, Patrick (contributor); Arciero, Luca (contributor) - Europäische Zentralbank / Group on TARGET2 Stress Testing - 2017
The paper reports the outcome of the stress-testing of liquidity risk in the TARGET2 payment system, with the study having been conducted by an ad-hoc group composed of operators and overseers of TARGET2. The study aims to assess the resilience of the system, defined as the network of its...
Persistent link: https://www.econbiz.de/10011627053
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Activity modes selection for project crashing through deterministic simulation
Mohanty, Ashok; Mishra, Jibitesh; Satpathy, Biswajit - In: Journal of industrial engineering and management : JIEM 4 (2011) 4, pp. 610-623
activity modes selection problem for project crashing. Design/methodology/approach: Simulation based method implemented on …. Findings: The paper shows that a simple approach based on simple heuristic and deterministic simulation can give good result … comparable to sophisticated optimization techniques. Research limitations/implications: The simulation based crashing method …
Persistent link: https://www.econbiz.de/10011899949
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Basel III : long-term impact on economic performance and fluctuations
Angelini, Paolo; Clerc, Laurent; Cúrdia, Vasco; … - 2011
Persistent link: https://www.econbiz.de/10008903838
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A mixed-game agent-based model of financial contagion
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671261
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Using counterfactual simulations to assess the danger of contagion in interbank markets
Upper, Christian - 2007
Researchers at central banks increasingly turn to counterfactual simulations to estimate the danger of contagion owing to exposures in the interbank loan market. The present paper summarises the findings of such simulations, provides a critical assessment of the modelling assumptions on which...
Persistent link: https://www.econbiz.de/10003525562