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Towards a business network management

Ritter, Daniel - In: Enterprise information systems of the future : 6th IFIP …, (pp. 149-156). 2013

Persistent link: https://www.econbiz.de/10009735702

Price discovery and volatility spillovers in the European Union emissions trading scheme : a high-frequency analysis

Ritter, Daniel - In: Journal of banking & finance 36 (2012) 3, pp. 774-785

Persistent link: https://www.econbiz.de/10009540478

An integrated model for fire sales and default contagion

Detering, Nils; Meyer-Brandis, Thilo; Panagiotou, … - In: Mathematics and Financial Economics 15 (2020) 1, pp. 59-101

Fire sales and default contagion are two of the main drivers of systemic risk in financial networks. While default contagion spreads via direct balance sheet exposures between institutions, fire sales describe iterated distressed selling of assets and their associated decline in price which...

Persistent link: https://www.econbiz.de/10014504206

Building a business graph system and network integration model based on BPMN

Ritter, Daniel; Ackermann, Jörg; Bhatt, Ankur; … - In: Business process model and notation : third …, (pp. 154-159). 2011

Persistent link: https://www.econbiz.de/10009384663

Financial contagion in a stochastic block model

Detering, Nils; Meyer-Brandis, Thilo; Panagiotou, … - In: International journal of theoretical and applied finance 23 (2020) 8, pp. 1-53

Persistent link: https://www.econbiz.de/10012496916

Mathematical modeling of systemic risk in financial networks : managing default contagion and fire sales

Ritter, Daniel - 2019

Persistent link: https://www.econbiz.de/10012098356

An integrated model for fire sales and default contagion

Detering, Nils; Meyer-Brandis, Thilo; Panagiotou, … - In: Mathematics and financial economics 15 (2021) 1, pp. 59-101

Persistent link: https://www.econbiz.de/10012433632