Found 817 Documents (Results 1–100)
Evolutionary economics. (English) Zbl 07925548
Springer Texts in Business and Economics. Singapore: Springer (ISBN 978-981-97-1381-3/hbk; 978-981-97-1384-4/pbk; 978-981-97-1382-0/ebook). xvi, 328 p. (2024).
Macro-financial dynamics: theories, empirical methods, and time scales. (English) Zbl 07918020
Booß-Bavnbek, Bernhelm (ed.) et al., Multiplicity of time scales in complex systems. Challenges for sciences and communication II. Cham: Springer. Math. Online First Collect., 187-211 (2024).
Measuring financial systemic risk: net liability clearing mechanism and contagion effect. (English) Zbl 07903350
MSC:
91G45
Cryptocurrency systematic risk dynamics. (English) Zbl 07903176
MSC:
91G45
Assessing network risk with FRM: links with pricing Kernel volatility and application to cryptocurrencies. (English) Zbl 1542.91418
On joint marginal expected shortfall and associated contribution risk measures. (English) Zbl 07900984
Reviewer: Pavel Stoynov (Sofia)
Welfare and bank risk-taking. (English) Zbl 07895135
Stress test precision and bank competition. (English) Zbl 1541.91257
MSC:
91G45
Generalized coefficients of clustering in (un)directed and (un)weighted networks: an application to systemic risk quantification for cryptocoin markets. (English) Zbl 1541.91258
Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem. (English) Zbl 1537.91344
Computing the probability of a financial market failure: a new measure of systemic risk. (English) Zbl 1537.91347
Random fixed points, systemic risk and resilience of heterogeneous financial network. (English) Zbl 1537.91350
Economy regulating by using the credit multiplier. (English. Ukrainian original) Zbl 1537.91167
Cybern. Syst. Anal. 60, No. 2, 234-247 (2024); translation from Kibern. Sist. Anal. 60, No. 2, 80-95 (2024).
Financial stability, liquidity risk and income diversification: evidence from European banks using the CAMELS-DEA approach. (English) Zbl 1542.91417
The effect of liquidity creation on systemic risk: evidence from European banking sector. (English) Zbl 1537.91348
MSC:
91G45
Investment externalities, bank liquidity creation, and bank failures. (English) Zbl 1537.91345
MSC:
91G45
The model of the Russian banking system with the breakdown of main actives and passives indicators by duration. (Russian. English summary) Zbl 1536.91342
MSC:
91G45
Bilateral credit valuation adjustment of CDS under systemic and correlated Idiosyncratic risks. (English) Zbl 1536.91330
A high-dimensional approach to measure connectivity in the financial sector. (English) Zbl 07832592
MSC:
62Pxx
Proportional clearing mechanisms in financial systems: an axiomatic approach. (English) Zbl 1533.91478
MSC:
91G45
Dynamic monitoring of financial security risks: a novel China financial risk index and an early warning system. (English) Zbl 1533.91486
MSC:
91G45
The systemic risk-uncertainty-real economic activity nexus: what is beyond median estimation? (English) Zbl 1533.91485
MSC:
91G45
Optimal capital structure and risk management policies of banks that use CoCo futures to hedge financial-sector risk. (English) Zbl 1534.91161
Forecasting systemic risk of China’s banking industry by partial differential equations model and complex network. (English) Zbl 07921279
The role of systemic risk spillovers in the transmission of euro area monetary policy. (English) Zbl 1537.91351
Costly information and sovereign risk. (English) Zbl 1533.91482
MSC:
91G45
Computation of systemic risk measures: a mixed-integer programming approach. (English) Zbl 1542.90159
A dynamic network model to measure exposure concentration in the Austrian interbank market. (English) Zbl 07812036
MSC:
62-XX
Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach. (English) Zbl 1534.91132
Correction to: “Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods”. (English) Zbl 1537.91349
Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods. (English) Zbl 1532.91132
Ann. Oper. Res. 330, No. 1-2, 691-729 (2023); correction ibid. 30, No. 1-2, 841 (2023).
The threshold effects of income diversification on bank stability: an efficiency perspective based on a dynamic network slacks-based measure model. (English) Zbl 1534.91168
MSC:
91G45
An axiomatic approach to default risk and model uncertainty in rating systems. (English) Zbl 1532.91133
Mathematical modeling and stability analysis of systemic risk in the banking ecosystem. (English) Zbl 1541.91256
MSC:
91G45
The study on systemic risk of rural finance based on macro-micro big data and machine learning. (English) Zbl 07790857
MSC:
62-XX
Strategic default in financial networks. (English) Zbl 1530.91590
MSC:
91G45
Recent advancements in computational finance and business analytics. Proceedings of the international conference on computational finance and business analytics, Bhubaneswar, India, April 29–30, 2023. (English) Zbl 1530.91007
Learning and Analytics in Intelligent Systems 32. Cham: Springer (ISBN 978-3-031-38073-0/hbk; 978-3-031-38136-2/pbk; 978-3-031-38074-7/ebook). xxvi, 300 p. (2023).
Clearing payments in dynamic financial networks. (English) Zbl 1530.91591
MSC:
91G45
Multivariate systemic risk measures and computation by deep learning algorithms. (English) Zbl 1530.91592
Unimodal maps perturbed by heteroscedastic noise: an application to financial systems. (Unimodal maps perturbed by heteroscedastic noise: an application to a financial systems.) (English) Zbl 1527.91176
Transmission of the 2007–2008 financial crisis in advanced countries of the European Union. (English) Zbl 1530.91594
Foreseen risks. (English) Zbl 1527.91173
Study on temporal network with coupling, nodes importance and portfolio optimization: a case of stock market. (Chinese. English summary) Zbl 07745099
Reverse stress testing: scenario design for macroprudential stress tests. (English) Zbl 1522.91296
MSC:
91G45
A compositional analysis of systemic risk in European financial institutions. (English) Zbl 1522.91298
MSC:
91G45
Let the worst one fail: a credible solution to the too-big-to-fail conundrum. (English) Zbl 1521.91376
MSC:
91G45
Intermediaries’ substitutability and financial network resilience: a hyperstructure approach. (English) Zbl 1531.91262
Quantum Monte Carlo for economics: stress testing and macroeconomic deep learning. (English) Zbl 1531.91266
The risk of implicit guarantees: evidence from shadow banks in China. (English) Zbl 1522.91299
MSC:
91G45
What is the most prominent reserve indicator that forewarns currency crises? (English) Zbl 1521.91374
Non-significant in life but significant in death: spillover effects to euro area banks from the SVB fallout. (English) Zbl 1521.91375
MSC:
91G45
Payment scheduling in the interval debt model. (English) Zbl 1531.91265
Gąsieniec, Leszek (ed.), SOFSEM 2023: theory and practice of computer science. 48th international conference on current trends in theory and practice of computer science, SOFSEM 2023, Nový Smokovec, Slovakia, January 15–18, 2023. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13878, 267-282 (2023).
MSC:
91G45
Research on systemic risk in a triple network. (English) Zbl 1520.91429
MSC:
91G45
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