Search Results - subject:"FINANCIAL NETWORK"

Systemic risk management and investment analysis with financial network analytics: research opportunities and challenges

Hu, Daning; Schwabe, Gerhard; Li, Xiao - In: Financial Innovation 1 (2015) 2, pp. 1-9

big data are also needed. We referred this approach as financial network analytics. We suggest that it will enable … banking advisory systems. In this paper, we review the existing research about financial network analytics and then discuss …

Persistent link: https://www.econbiz.de/10011808189

Systemic risk management and investment analysis with financial network analytics : research opportunities and challenges

Hu, Daning; Schwabe, Gerhard; Li, Xiao - In: Financial innovation : FIN 1 (2015) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10011296366

Vulnerability analysis of the financial network

Khabazian, Aein; Peng, Jiming - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3302-3321

Persistent link: https://www.econbiz.de/10012039993

Real estate prices and systemic banking crises

Deng, Yang; Zeng, Yan; Li, Zhirui - In: Economic modelling 80 (2019), pp. 111-120

Persistent link: https://www.econbiz.de/10012199198

Stress testing networks : the case of central counterparties

Berner, Richard B.; Cecchetti, Stephen G.; Schoenholtz, … - 2019

Persistent link: https://www.econbiz.de/10012127811

Improving financial distress prediction using financial network-based information and GA-based gradient Boosting method

Liu, Jiaming; Wu, Chong; Li, Yongli - In: Computational economics 53 (2019) 2, pp. 851-872

Persistent link: https://www.econbiz.de/10012134893

Financial risk measures for a network of individual agents holding portfolios of light-tailed objects

Klüppelberg, Claudia; Seifert, Miriam - In: Finance and stochastics 23 (2019) 4, pp. 795-826

Persistent link: https://www.econbiz.de/10012114659

Optimal intervention under stress scenarios : a case of the Korean financial system

Ahn, Dohyun; Kim, Kyoung-Kuk - In: Operations research letters 47 (2019) 4, pp. 257-263

Persistent link: https://www.econbiz.de/10012103260

China's financial network with international spillovers : a first look

Yang, Jian; Yu, Ziliang; Ma, Jun - In: Pacific-Basin finance journal 58 (2019), pp. 1-30

Persistent link: https://www.econbiz.de/10012231121

Systemic risk in an interconnected banking system with endogenous asset markets

Bluhm, Marcel; Krahnen, Jan Pieter - 2014

We analyze the emergence of systemic risk in a network model of interconnected bank balance sheets. The model incorporates multiple sources of systemic risk, including size of financial institutions, direct exposure from interbank lendings, and asset fire sales. We suggest a new macroprudential...

Persistent link: https://www.econbiz.de/10010335958