- 11 Septiembre 2017
Identifying contagion in a banking network
Keywords: Contagion, counterparty risk, credit default swaps, networks.
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- 08 Septiembre 2017
Systemic risk in financial systems: a feedback approach
Keywords: systemic risk, feedback, financial accelerator, financial network, transmission channel, contagion.
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- 23 Agosto 2017
Multiple lending, credit lines and financial contagion
Keywords: Interbank market, Financial contagion, Systemic risk, Multiple lending, Credit lines.
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- 21 Agosto 2017
Information contagion and systemic risk
Bank topics: Financial institutions; Financial stability
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- 24 Julio 2017
M-PRESS-CreditRisk: A holistic micro and macroprudential approach to capital requirements
Keywords: Systemic Credit Risk, Tail Risk, Stress Testing, Microprudential Capital Requirements, Systemic Risk Buffer, O-SII Buffer, Hierarchical Archimedean Copula.
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