www.columbia.edu/~at2761/NBER18727.pdf‎CachedSimilarassumptions, financial networks that emerge in equilibrium may be socially

https://www.soa.org/Files/. /research-dev-network-model-report.pdf‎CachedIn this study, a network approach is taken to characterize the systemic risk of two

https://bfi.uchicago.edu/sites/default/files/. /TAHBAZ-SALEHI.pdf‎CachedSimilarJul 22, 2013 . network effects, mainly a consequence of the Financial Crisis. . networks are

www.fhi.ox.ac.uk/risk-conference-2014/home/‎CachedSimilarThese “systemic risks” are of increasing interest in fields ranging from insurance

www.princeton.edu/piirs/research. /global-systemic-risk/‎CachedSimilarThe research community on Global Systemic Risk at Princeton University . The

www.frbsf.org/economic-research/. /systemic-risk. /hautsch.pdf‎CachedSimilarAug 27, 2012 . contribution to systemic risk given network interdependence . Keywords:

www.bis.org/fsi/awp2012.htm‎CachedSimilarThe recent global financial crisis has emphasized the importance of managing

https://www.clevelandfed.org/. /paper-Capponi-SystemicRisk_FSC2013_ final1.pdf‎CachedSimilarMay 1, 2013 . sive interdependence in this network of exposures is typically referred . Liu (

blogs.cfainstitute.org/. /book-review-systemic-risk-the-dynamics-of-modern- financial-systems/‎CachedSimilarApr 3, 2014 . Gai's primary thesis is that an analytical understanding of systemic risk requires

blogs.law.harvard.edu/. /systemic-risk-and-stability-in-financial-networks/‎CachedApr 5, 2013 . Systemic Risk and Stability in Financial Networks - The Harvard Law School

www.systemicrisk.ac.uk/. /economic-networks-and-banking-conference‎CachedSimilarTime: 9.30am - 5.20pm. Venue: LSE Organisers: Christian Julliard and Kathy

ssrn.com/abstract=2243504‎SimilarApr 2, 2013 . The recent crisis has highlighted the crucial role that existing linkages among

www.pims.math.ca/scientific/. /systemic-risk-and-financial-networks‎CachedThe Focus Period on Systemic Risk and Financial Networks. Financial markets

risquesfinanciers.files.wordpress.com/. /cont_financialrisks_paris2014.pdf‎CachedR Cont (2009) Measuring systemic risk: a network perspective,. Working Paper. .

www.systemic-risk-hub.org/reference_list.phpAcemoglu D., A. Ozdaglar and A. Tahbaz-Salehi, (2013), “Systemic Risk and

pubsonline.informs.org/page/opre/call-for-papers‎SimilarSpecial Issue on Systemic Risk: Models and Mechanisms . Metrics of systemic

www.springer.com/physics/complexity/book/978-88-470-2552-3‎CachedSimilarThe primary goal of the book is to present the ideas and research findings of

sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2012-053.pdf‎CachedSimilarAug 27, 2012 . SFB 649 Discussion Paper 2012-053. Financial Network. Systemic Risk.

arxiv.org/abs/1401.8026‎CachedSimilarJan 30, 2014 . Quantitative Finance > Risk Management. Title: Elimination of systemic risk in

www.econ.wisc.edu/. /Network%20Formation%20and%20Systemic%20Risk. pdf‎CachedAug 29, 2014 . interconnectedness, which in turn leads to higher systemic risk. . Keywords:

https://www.aeaweb.org/aea/2013conference/. /retrieve.php?pdfid. ‎CachedJan 23, 2012 . Each of these discuss some network properties or discuss the importance of

www.ams.org/mathcal/info/2015_mar23-27_losangeles.htmlSystemic Risk and Financial Networks. Month: March 2015. Date: March 23--27.

aisel.aisnet.org/misq/vol36/iss4/20/‎SimilarHowever, existing studies have not focused on analysis of systemic risk at the

syrtoproject.eu/wp-content/uploads/2014/05/12_VU4.pdf‎CachedWe propose the realized systemic risk beta as a measure of financial companies'

https://economics.indiana.edu/home/. /2014. /2014-05-02-04.pdf‎CachedMay 2, 2014 . Endogenous Banking Networks, Systemic Risk, and Firm Investment. ∗.

www.ecb.europa.eu/pub/pdf/. /modellingsystemicrisk012010en.pdf‎CachedSimilarsystemic risk using network analysis”, which gathered together experts from

www.slideshare.net/SYRTOproject/slides-cfe‎CachedSimilarFeb 6, 2014 . Financial Network Systemic Risk Contributions - Hautsch, Schaumburg, Schienle

www.mfmgroup.org/documents/Session_7_Discussant_LaO.pdf‎CachedSimilarOct 11, 2013 . networks may be more susceptible to systemic risk. • Two models: 1. Exogenous

www.nber.org/papers/w18727‎SimilarSystemic Risk and Stability in Financial Networks . the financial network

www.plosone.org/. /info%3Adoi%2F10.1371%2Fjournal.pone.0077526‎CachedSimilarOct 17, 2013 . This debate is about assessing the amount of systemic risk that can be attributed

web.stanford.edu/~jkastl/ecb_sysrisk.pdf‎CachedWe propose a new measure of systemic risk, which is based on estimating

www.sciencedirect.com/science/article/pii/S0169207013001465‎SimilarJan 2, 2014 . Computing systemic risk using multiple behavioral and keystone networks: The

www.seas.upenn.edu/~aromuri/uploads/1/7/. /aro-muri_kickoff.pdf‎CachedSimilarFeb 12, 2013 . Systemic Risk and Stability in Networks. Asu Ozdaglar. Electrical Engineering

www.imf.org/external/pubs/ft/survey/so/2014/res052314a.htm‎CachedMay 28, 2014 . Yet there is no clear understanding of how financial networks function and how

cser.org/emerging-risks-from. /systemic-risks-and-fragile-networks/‎CachedSimilarMany of the greatest challenges of the 21st century are expected to arise from

https://www.banque-france.fr/. /Tuomas_Peltonen_Slides_Measuring_ Systemic_Risk.pdf‎CachedMeasuring. Systemic Risk in the European. Banking and Sovereign. Network. 4

www.simpolproject.eu/node/310‎CachedJan 13, 2014 . Title, Bootstrapping topology and systemic risk of complex network using the

www.nature.com/srep/2013/130926/srep02759/full/srep02759.html‎SimilarSep 26, 2013 . The impact of network topology on systemic risk is a central topic of the science of

www.researchgate.net/. /227610957_A_network_model_of_systemic_risk_ stress_testing_the_banking_system1‎SimilarABSTRACT Although there are many definitions of systemic risk, most agree that

https://www.newton.ac.uk/event/ofb021‎CachedSystemic Risk and Macro-Prudential Regulation: Perspectives from Network

https://www.american.edu/cas/. /Cont-March-2012-presentation.pdf‎CachedR Cont, A Moussa, E B Santos (2010). Network structure and systemic risk in

www.pims.math.ca/scientific-event/140728-pwtemsrafn‎CachedAs part of the Systemic Risk workshop, a dinner will take place on July 29th. .

https://www.mitre.org/sites/default/files/pdf/12_1870.pdfThe annual output of publications in the field of systemic risk to the financial .

www.palgrave-journals.com/jbr/journal/v14/n3/abs/jbr201310a.html‎SimilarParadox of volatility inherent to market price-based measures of systemic risk has

www.iiasa.ac.at/web/scientificUpdate/2013/. /SystemicRisk.html‎CachedMay 27, 2014 . Systemic risk and network dynamics. The Evolution and Ecology Program (EEP)

www.cambridge.org/us/academic/. risk. /handbook-systemic-risk‎CachedSimilarAssuming only basic linear algebra, this textbook is the perfect starting point for

www.columbia.edu/~at2761/Contagion.pdf‎CachedSimilarKeywords: Contagion, financial network, systemic risk, counterparty risk. . a

www.math.lsa.umich.edu/. /1354_SystemicRisk_LLN_CLTa.pdf‎CachedSystemic Risk in Large Financial Networks. Konstantinos Spiliopoulos.

web.stanford.edu/group/msande_lectures/slides/blanchet-slides.pdf‎CachedMeasuring Systemic Risks in. Insurance - Reinsurance Networks. - Stanford

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