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Systemic risk-efficient asset allocations : Minimization of systemic risk as a network optimization problem

Pichler, Anton; Poledna, Sebastian; Thurner, Stefan - In: Journal of financial stability 52 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012745456

A complex systems perspective on macroprudential regulation

Thurner, Stefan - In: Handbook of financial stress testing, (pp. 593-634). 2022

Persistent link: https://www.econbiz.de/10013343630

Systemic risk management in financial networks with credit default swaps

Leduc, Matt V.; Poledna, Sebastian; Thurner, Stefan - In: The journal of network theory in finance 3 (2017) 3, pp. 19-39

Persistent link: https://www.econbiz.de/10011879064

Incentivizing resilience in financial networks

Leduc, Matt V.; Thurner, Stefan - In: Journal of economic dynamics & control 82 (2017), pp. 44-66

Persistent link: https://www.econbiz.de/10011915300

The multi-layer network nature of systemic risk and its implications for the costs of financial crises

Poledna, Sebastian; Molina-Borboa, José Luis; … - In: Journal of financial stability 20 (2015), pp. 70-81

Persistent link: https://www.econbiz.de/10011574285

Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes

Poledna, Sebastian; Bochmann, Olaf; Thurner, Stefan - In: Journal of economic dynamics & control 77 (2017), pp. 230-246

Persistent link: https://www.econbiz.de/10011817470

Systemic Financial Risk

Thurner, Stefan - 2012

This report analyses the results of simulations using an agent based model of financial markets to show how excessive levels of leverage in financial markets can lead to a systemic crash. Investors overload on risky assets betting more than they have to gamble creating a tremendous level of...

Persistent link: https://www.econbiz.de/10012447146

Quantification of systemic risk from overlapping portfolios in the financial system

Poledna, Sebastian; Martínez-Jaramillo, Serafín; … - In: Journal of financial stability 52 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012745454

Supply and demand shocks in the COVID-19 pandemic : an industry and occupation perspective

Del Rio-Chanona, Rita Maria; Mealy, Penny; Pichler, Anton; … - In: Oxford review of economic policy 36 (2020), pp. S94-S137

Persistent link: https://www.econbiz.de/10012405748

Forecasting the propagation of pandemic shocks with a dynamic input-output model

Pichler, Anton; Pangallo, Marco; Del Rio-Chanona, Rita Maria - In: Journal of economic dynamics & control 144 (2022), pp. 1-34

Persistent link: https://www.econbiz.de/10013543120