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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
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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
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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
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What is the minimal systemic risk in financial exposure networks?
Diem, Christian; Pichler, Anton; Thurner, Stefan - In: Journal of economic dynamics & control 116 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012503232