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of 81
pro vyhledávání: '"Poledna, Sebastian"'
Autor:
Hochrainer-Stigler, Stefan, Bachner, Gabriel, Knittel, Nina, Poledna, Sebastian, Reiter, Karina, Bosello, Francesco
Publikováno v:
In International Journal of Disaster Risk Reduction May 2024 106
Modern macroeconomic theories were unable to foresee the last Great Recession and could neither predict its prolonged duration nor the recovery rate. They are based on supply-demand equilibria that do not exist during recessionary shocks. Here we foc
Externí odkaz:
http://arxiv.org/abs/1903.03203
Publikováno v:
In European Economic Review January 2023 151
Financial markets are exposed to systemic risk, the risk that a substantial fraction of the system ceases to function and collapses. Systemic risk can propagate through different mechanisms and channels of contagion. One important form of financial c
Externí odkaz:
http://arxiv.org/abs/1802.00311
Systemic risk arises as a multi-layer network phenomenon. Layers represent direct financial exposures of various types, including interbank liabilities, derivative- or foreign exchange exposures. Another network layer of systemic risk emerges through
Externí odkaz:
http://arxiv.org/abs/1801.10515
Identifying systemically important companies in the entire liability network of a small open economy
To a large extent, the systemic importance of financial institutions is related to the topology of financial liability networks. In this work we reconstruct and analyze the - to our knowledge - largest financial network that has been studied up to no
Externí odkaz:
http://arxiv.org/abs/1801.10487
Autor:
Poledna, Sebastian, Hochrainer-Stigler, Stefan, Miess, Michael Gregor, Klimek, Peter, Schmelzer, Stefan, Sorger, Johannes, Shchekinova, Elena, Rovenskaya, Elena, Linnerooth-Bayer, JoAnne, Dieckmann, Ulf, Thurner, Stefan
Reliable estimates of indirect economic losses arising from natural disasters are currently out of scientific reach. To address this problem, we propose a novel approach that combines a probabilistic physical damage catastrophe model with a new gener
Externí odkaz:
http://arxiv.org/abs/1801.09740
Akademický článek
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In addition to constraining bilateral exposures of financial institutions, there are essentially two options for future financial regulation of systemic risk (SR): First, financial regulation could attempt to reduce the financial fragility of global
Externí odkaz:
http://arxiv.org/abs/1602.03505
Publikováno v:
Journal of Network Theory in Finance (2017)
We study insolvency cascades in an interbank system when banks are allowed to insure their loans with credit default swaps (CDS) sold by other banks. We show that, by properly shifting financial exposures from one institution to another, a CDS market
Externí odkaz:
http://arxiv.org/abs/1601.02156