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8 research outputs found

Interbank Contagion: An Agent-Based Model Approach to Endogenously Formed Networks

Author: A Tarski
Anqi Liu
B Craig
Bank
C Kok
C M Macal
C P Georg
C Upper
C Upper
D A Carter
D Acemoglu
D Acemoglu
D Ladley
E B Santos
European Central
F Allen
G Afonso
G Afonso
G Haa Laj
G Haa Laj
G Iori
G Iori
G Sheldon
H E Leland
J F Cocco
J M Berrospide
K Anand
K Anand
K Choroma�nskichoroma�nski
L Bargigli
L Eisenberg
M Boss
M Elliott
M Gofman
M L Bech
M O Jackson
M O Jackson
M W Macy
N Gilbert
N Tarashev
P Baral
P Glasserman
R Bookstaber
R Cont
R E Streit
R Mastrandrea
S Battiston
S Martinez-Jaramillo
S Wells
Steve Y. Yang
T Lux
T Roukny
V Bala
V V Acharya
Xingjia Zhang
Publication venue: 'Elsevier BV'
Publication date: 01/01/2016
Field of study

Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets

Author: -Us Non
A Capponi
A G Haldane
A Haldane
B Hirtle
Bhc Avg
Bhc Avg
Ccar Sovereign
D Lando
E Siriwardane
European Central
F Packer
Federal Reserve
G Haa Laj
I Mastromatteo
J G Beumee
Jill Cetina
K Anand
L Eisenberg
L S Luo
M Drehmann
M L Bech
Mark E. Paddrik
P Baral
P Gai
S Battiston
S Martinez-Jaramillo
Sriram Rajan
Publication venue: 'Elsevier BV'
Publication date: 01/01/2016
Field of study

Credit Rating Migration Risk and Interconnectedness in a Corporate Lending Network

Author: A G Haldane
A Krause
C J Godlewski
G De Masi
G Gupton
G Haa Laj
H Elsinger
H Li
I Alves
J Cocco
J Henry
L Eisenberg
M Boss
M Crouhy
M E J Newman
M Gordy
M Kanno
M Kanno
M Kanno
M Kanno
M Kanno
M O Jackson
Masayasu Kanno
N Paltalidis
P Abbassi
R A Jarrow
R&amp
S Varotto
T Breuer
T Lux
U Cherubini
W.-S Wu
Y Tsaig
Publication venue: 'Elsevier BV'
Publication date: 01/01/2018
Field of study

The Network Structure and Systemic Risk in the Global Non-Life Insurance Market

Author: 2012a Iais
A G Haldane
A Krause
Bis Imf
C Bierth
C Puhr
C Upper
D Kessler
F Allen
G Afonso
G Haa Laj
G Sheldon
H Chen
H Degryse
H Elsinger
H Elsinger
I Alves
J C Duan
J C Duan
J C Duan
J C Duan
J Cocco
J P Crosbie
K Anand
L Eisenberg
M Boss
M Kanno
M Kanno
M O Jackson
M Tirado
Masayasu Kanno
R C Merton
S C Park
S Wells
Y Censor
Publication venue: 'Elsevier BV'
Publication date: 01/01/2015
Field of study

The Interconnectedness and Systemic Importance in the U.S. CDS Market

Author: A G Haldane
A Krause
B Craig
C Puhr
C Upper
C Upper
D In &apos
F Allen
G Afonso
G Haa Laj
G Iori
G Sheldon
H Degryse
H Elsinger
H Elsinger
I Alves
Ice Clear Credit
J C Duan
J C Duan
J C Duan
J C Duan
J Cocco
J Gregory
J P Crosbie
K Chen
Kamakura
L Clerc
L Eisenberg
M Boss
M Brunnermeier
M Kanno
M Kanno
M O Jackson
M Tirado
Masayasu Kanno
N Paltalidis
P E Mistrulli
S E Harrington
S Langfield
S Markose
S Wells
T A Peltonen
Y Censor
Publication venue: 'Elsevier BV'
Publication date: 01/01/2016
Field of study

Adjustable Network Reconstruction with Applications to CDS Exposures

Author: A
A Barvinok
A G Haldane
A Gandy
Axel Gandy
B Bollob�s
B Craig
C R Shalizi
C Upper
E D Kolaczyk
Financial Stability Board
G Caldarelli
G Cimini
G De Masi
G Haa Laj
H Degryse
H Elsinger
I Mastromatteo
J W Miller
K Anand
K Anand
L Eisenberg
L Lov�sz
Luitgard A. M. Veraart
M Bardoscia
M Drehmann
M H Schneider
M L Hazelton
P Baral
P E Mistrulli
P Erd? Os
P W Holland
R J Hyndman
S Battiston
S Chatterjee
S E Fienberg
S J Wells
S Langfield
T Squartini
T Squartini
T Squartini
U Temurshoev
V D P Servedio
Publication venue: 'Elsevier BV'
Publication date: 01/01/2017
Field of study

The Decline of Solvency Contagion Risk

Author: A Gandy
Adam Brinley Codd
Bank
Bank
Bank
Bank
Bank
C H Furfine
C Upper
C Upper
D Acemoglu
E Nier
F Allen
F Black
G Cimini
G Haa Laj
H Amini
H Degryse
H Elsinger
H Elsinger
H S Shin
John Hill
K Anand
L C Rogers
L Eisenberg
L Webber
M Bardoscia
M Bardoscia
M Bardoscia
M Elliott
Marco Bardoscia
P Barucca
P E Mistrulli
P Gai
P Glasserman
P Glasserman
Paolo Barucca
R C Merton
R Cifuentes
R Cont
S J Wells
T Fischer
T Suzuki
V V Acharya
X Freixas
Publication venue: 'Elsevier BV'
Publication date: 01/01/2017
Field of study

Too Interconnected to Fail: A Survey of the Interbank Networks Literature

Author: A Alter
A Dasgupta
A G Haldane
A G Haldane
A.-L Barab�si
Anne-Caroline HHser
B Craig
C H Furfine
C H Furfine
C L�on
C Minoiu
C Upper
C Upper
C.-P Georg
D Acemoglu
D Acemoglu
D Bisias
D Duffie
D Fricke
D Fricke
D I Veld
D In&apos
D J Watts
D W Diamond
E Cohen-Cole
E Nier
Ecb
F Allen
F Allen
F Allen
F Allen
F Br�uning
F Br�uning
F Caccioli
F Caccioli
F Della Rossa
G De Masi
G Haa Laj
G Halaj
G Iori
G Iori
G Sheldon
H Amini
H Elsinger
H Elsinger
H S Shin
I Aldasoro
I Aldasoro
I Aldasoro
I Aldasoro
I Alves
J Chan-Lau
J F Cocco
J Fique
J Geanakoplos
J M D Canedo
J Molina-Borboa
K Anand
K Anand
K Anand
K Anand
K Soram�ki
K Soram�ki
L Bargigli
L Blume
L Blume
L Laeven
L Tonzer
M Affinito
M Billio
M Bluhm
M Bluhm
M Boss
M Chinazzi
M Elliott
M Espinosa-Vega
M Farboodi
M Gofman
M K Brunnermeier
M K Brunnermeier
M L Bech
M Montagna
M Montagna
M N Arregui
M O Jackson
M O Jackson
M O Jackson
M Summer
N Arinaminpathy
O De Bandt
O.-M Georgescu
P Abbassi
P E Mistrulli
P Gai
P Gai
P Glasserman
R Albert
R Cifuentes
R Cont
R Greenwood
R J Caballero
R J Garratt
R Lagunoff
R M May
S Battiston
S Battiston
S Battiston
S Benoit
S Bhattacharya
S Brusco
S Langfield
S Langfield
S Lenzu
S P Borgatti
S Vivier-Lirimont
S Wells
T A Peltonen
T Eisert
T Lux
T S Ho
X Freixas
X Freixas
Y Leitner
Publication venue: 'Elsevier BV'
Publication date: 01/01/2015
Field of study

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