studies. Four buyer-supplier control configurations are proposed in a matrix according to the reciprocal dependence between …

buying firm (in terms of reciprocal dependence between the buyer and its suppliers). For each configuration, a type of …

process or on behaviour), depending on the power - dependence relationship with its supplier. Moreover, the development of …

.Otherwise, copulas are a statistic tool to model the dependence in a realistic and less restrictive way,taking better account of the … stylized facts in finance.This paper is a practical implementation of the copulas theory to model dependence between differen … bivariate VaR level curves and to study extremal dependence between hedgefunds strategies and share index returns through the …

exogenous and endogenous default dependence. We prove the existence and uniqueness of the liquidation equilibrium, we study the … consequences of exogenous shocks on the banking system and we measure contagion phenomena. This approach is illustrated by an …

. It is necessary to analyze the contagion of losses among banks, especially the equilibrium of joint defaults and recovery … are modified by adding a premium to capture the contagion effects. …