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Essays in financial and monetary economics
Bluhm, Marcel - 2011
Persistent link: https://www.econbiz.de/10009269994
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Pandemic crises in financial systems : a simulation-model to complement stresstesting frameworks
Idier, Julien; Piquard, Thibaut - 2017
Persistent link: https://www.econbiz.de/10011647278
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Contagion accounting in stress-testing
Aldasoro, Iñaki; Hüser, Anne-Caroline; Kok Sørensen, … - In: Journal of economic dynamics & control 137 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013464710
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The effect of structural oil shocks on bank systemic risk in the GCC countries
Maghyereh, Aktham I.; Abdoh, Hussein - In: Energy economics 103 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013364059
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Systemic Risk and Vulnerabilities of Bank Networks
Vodenska, Irena - 2017
paper we study the European bank network and its vulnerability to stressing differ- ent bank assets. The importance of macro … connectivity of the banks and the potential of one bank vulnerability spilling over to the rest of the system. We create a … bipartite network with bank nodes on one hand and asset nodes on the other with weighted links between the two layers based on …
Persistent link: https://www.econbiz.de/10012945974
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Shock propagation in the banking system with real economy feedback
Borsos, Andras; Mero, Bence - 2020
In this paper we develop a model of shock propagation in the banking system with feedback channels towards the real … into a liquidity stress testing framework of the Central Bank of Hungary, and our results proved the importance of the real …
Persistent link: https://www.econbiz.de/10012319121
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The framework of systemic risk related to contagion, recovery rate and capital requirement in an interbank network
Ren, Xuemin; Yuan, George; Jiang, Lishang - In: Journal of financial engineering 1 (2014) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10010508121
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Resilience to contagion in financial networks
Amini, Hamed; Cont, Rama; Minca, Andreea - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 329-365
Persistent link: https://www.econbiz.de/10011577151
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Systemic Risk and Complex Networks in Modern Financial Systems
Pacelli, Vincenzo (ed.) - 2025
Systemic Risk and Complex Networks in Modern Financial Systems -- Systemic Risk and Network Science: A Bibliometric and Systematic Review -- A Holistic Journey into Systemic Risk: Theoretical Background, Transmission Channels and Policy Implication -- Macro-prudential Policies to Mitigate...
Persistent link: https://www.econbiz.de/10015077880
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Are large Indian banks systemically important?
Verma, Radheshyam - In: Praj̄nȧn : journal of social and management sciences 45 (2017) 4, pp. 359-382
Persistent link: https://www.econbiz.de/10011686906