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A Non-Cyclical Capital Adequacy Rule and the Aversion of Systemic Risk
Douady, Raphael, (2010)
Capital Adequacy Rules, Catastrophic Firm Failure, and Systemic Risk
Jarrow, Robert A., (2012)
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives
Roesch, Daniel, (2013)
Systemic risk indicators based on nonlinear PolyModel
Ye, Xingxing, (2019)
Yield Curve Smoothing and Residual Variance of Fixed Income Positions.
Douady, Raphaël, (2014)
Mathematical Definition, Mapping, and Detection of (Anti)Fragility.
Taleb, Nassim Nicholas, (2014)