Narrow search
Showing 1 - 10 of 12,120
Cover Image
Strategic complementary, fragility, and regulation
Vives, Xavier - 2011
Persistent link: https://www.econbiz.de/10009243019
Cover Image
Strategic complementarity, fragility, and regulation
Vives, Xavier - In: The review of financial studies 27 (2014) 12, pp. 3547-3592
Persistent link: https://www.econbiz.de/10010530804
Cover Image
Strategic complementarity, fragility, and regulation
Vives, Xavier - 2011 - Rev. May 2011
The paper analyzes a very stylized model of crises and demonstrates how the degree of strategic complementarity in the actions of investors is a critical determinant of fragility. It is shown how the balance sheet composition of a financial intermediary, parameters of the information structure...
Persistent link: https://www.econbiz.de/10009230899
Cover Image
Strategic complementarity, fragility, and regulation
Vives, Xavier - 2011
Persistent link: https://www.econbiz.de/10009238485
Cover Image
Evaluation of counterparty credit risk under netting agreements
Breton, Michèle; Tavasoli, Ahmadreza - 2023
Persistent link: https://www.econbiz.de/10014383826
Cover Image
Asset-Backed-Securities : Chancen und Risiken einer derivaten Finanzinnovation
Rosar, Maximilian - 2000 - Als Ms. gedr
Persistent link: https://www.econbiz.de/10001476628
Cover Image
Capturing information contagion in a stress-testing framework
Anand, Kartik; Gauthier, Céline; Gai, Prasanna; … - 2016
We develop an operational model of information contagion and show how it may be integrated into a mainstream, top-down, stress-testing framework to quantify systemic risk. The key transmission mechanism is a two-way interaction between the beliefs of secondary market investors and the...
Persistent link: https://www.econbiz.de/10011520642
Cover Image
Optimal stress tests and liquidation cost
Gu, Jiadong - In: Journal of economic dynamics & control 146 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014478165
Cover Image
Risk minimization and optimal derivative design in a principal agent game
Horst, Ulrich; Moreno-Bromberg, Santiago - In: Mathematics and financial economics 2 (2008) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10003880875
Cover Image
Partial differential equations in economics and finance
Basov, Suran - 2007
Partial differential equations -- Elements of the theory of the Stochastic processes -- Partial differential equation … in the consumer theory -- Partial differential equations in the producer theory -- Partial differential equations and … pricing of the financial -- Derivatives -- A theory of boundedly rational behavior -- Partial differential equations in game …
Persistent link: https://www.econbiz.de/10003429606