Similar Search Results

Mitigating contagion risk by investing in the safety of rivals

Azimian, Alireza; Kilgour, D. Marc; Noori, Hamid - In: European journal of operational research : EJOR 254 (2016) 3, pp. 935-945

Persistent link: https://www.econbiz.de/10011521895

The uncertainty of systemic risk

Ilin, Thomas; Varga, Liz - In: Risk management : a journal of risk, crisis and disaster 17 (2015) 4, pp. 240-275

Persistent link: https://www.econbiz.de/10011439474

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

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

Growth and collapse : an agent-based banking model of endogenous leverage cycles and financial contagion

Caux, Robert de; McGroarty, Frank; Brede, Markus - In: International journal of computational economics and … 8 (2018) 3/4, pp. 370-387

Persistent link: https://www.econbiz.de/10011990382

Financial failure of a startup : a simulation approach

Laitinen, Erkki K. - In: International journal of management & enterprise … 15 (2016) 4, pp. 282-307

Persistent link: https://www.econbiz.de/10011661485

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

Simulation of interactive contagion between depositors' panic and banking risk

Gong, Shuwen; Zou, Huiwen - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 392-404

Persistent link: https://www.econbiz.de/10014253211

Risk contagion among banks : evidence from Chinese data

Zhao, Hong; Lei, Yiqing; Zhang, Ying; Li, Lingxiang - In: Applied economics letters 30 (2023) 10, pp. 1374-1380

Persistent link: https://www.econbiz.de/10014304263

Interbank contagion risk in China under an ABM approach for network formation

Lin, Shiqiang; Zhang, Hairui - In: European financial management : the journal of the … 29 (2023) 2, pp. 458-486

Persistent link: https://www.econbiz.de/10014258831

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