Robust Risk Quantification via Shock Propagation in Financial Networks

Author:

Ahn Dohyun,Chen Nan,Kim Kyoung-Kuk

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference78 articles.

1. Shock amplification in financial networks with applications to the CCP feasibility;D Ahn;Quantitative Finance,2020

2. Efficient simulation for expectations over the union of half-spaces;D Ahn;ACM Transactions on Modeling and Computer Simulation,2018

3. Optimal intervention under stress scenarios: A case of the Korean financial system;D Ahn;Operations Research Letters,2019

4. Optimal network compression;H Amini;European Journal of Operational Research,2023

5. Filling in the blanks: Network structure and interbank contagion;K Anand;Quantitative Finance,2015

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