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The intrafirm complexity of systemically important financial institutions
Lumsdaine, Robin L.; Rockmore, Daniel N.; Foti, N. J.; … - In: Journal of financial stability 52 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012745433
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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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Modelling fire sale contagion across banks and non-banks
Caccioli, Fabio; Ferrara, Gerardo; Ramadiah, Amanah - In: Journal of financial stability 71 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014533533