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Quantification of systemic risk from overlapping portfolios in the financial system
Poledna, Sebastian; Martínez-Jaramillo, Serafín; … - In: Journal of financial stability 52 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012745454
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Systemic risk-efficient asset allocations : Minimization of systemic risk as a network optimization problem
Pichler, Anton; Poledna, Sebastian; Thurner, Stefan - In: Journal of financial stability 52 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012745456
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The multi-layer network nature of systemic risk and its implications for the costs of financial crises
Poledna, Sebastian; Molina-Borboa, José Luis; … - In: Journal of financial stability 20 (2015), pp. 70-81
Persistent link: https://www.econbiz.de/10011574285
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Bank solvency stress tests with fire sales
Breuer, Thomas; Summer, Martin; Urošević, Branko - In: Journal of financial stability 67 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014455510