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Systemic risk modelling concerns the estimation of the interrelationships between financial institutions, with the aim of establishing which of them are more central and, therefore, more contagious/subject to contagion. The aim of this paper is to develop a novel systemic risk model. A model...
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According to different typologies of activity and priority, risks can assume diverse meanings and it can be assessed in … of enterprise risk assessment the considered risks are, for instance, strategic, operational, legal and of image, which …
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financial technologies bring many opportunities, such as reduced costs and extended inclusion, they also bring risks, among … which include cyber risks, that are difficult to measure. One of the difficulties that arise in the measurement of cyber … risks is the interdependence among cyber losses, a problem that has not yet been solved. To fill the gap, this paper …
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interconnected institutions, where financial linkages play a fundamental role in the spread of systemic risks. In this paper we …
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