Papers & Reviews

  • 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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