Network models of financial systemic risk: a review
The global financial system can be represented as a large complex network in which banks,
hedge funds and other financial institutions are interconnected to each other through visible …
hedge funds and other financial institutions are interconnected to each other through visible …
Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach
Measuring the systemic risk contribution (SRC) of country-level stock markets helps
understand the rise of extreme risks in the worldwide stock system to prevent potential …
understand the rise of extreme risks in the worldwide stock system to prevent potential …
Structure, robustness and supply risk in the global wind turbine trade network
L Zhao, Y Yang, X Bai, L Chen, AL Lu, X Zhang… - … and Sustainable Energy …, 2023 - Elsevier
With the increasingly devastating impacts of climate change, wind energy demand has
surged in recent decades, resulting in fierce competition and a complex trade structure in the …
surged in recent decades, resulting in fierce competition and a complex trade structure in the …
Trade structure and risk transmission in the international automotive Li-ion batteries trade
Lithium-ion batteries (LIBs) are an essential part for electric vehicles (EVs) and have
experienced rapid growth with the strong demand for EVs. Concerns over the sustainable …
experienced rapid growth with the strong demand for EVs. Concerns over the sustainable …
Cascades in multiplex financial networks with debts of different seniority
The seniority of debt, which determines the order in which a bankrupt institution repays its
debts, is an important and sometimes contentious feature of financial crises, yet its impact on …
debts, is an important and sometimes contentious feature of financial crises, yet its impact on …
Control of cascading failures using protective measures
Cascading failures, triggered by a local perturbation, can be catastrophic and cause
irreparable damages in a wide area. Hence, blocking the devastating cascades is an …
irreparable damages in a wide area. Hence, blocking the devastating cascades is an …
Trend-driven information cascades on random networks
T Kobayashi - Physical Review E, 2015 - APS
Threshold models of global cascades have been extensively used to model real-world
collective behavior, such as the contagious spread of fads and the adoption of new …
collective behavior, such as the contagious spread of fads and the adoption of new …
Credit Valuation Adjustment in Financial Networks
Credit Valuation Adjustment captures the difference in the value of derivative contracts when
the counterparty default probability is taken into account. However, in the context of a …
the counterparty default probability is taken into account. However, in the context of a …
Credit Valuation Adjustment in Financial Networks
I Barjasic, S Battiston, V Zlatic - Available at SSRN 4459388, 2023 - papers.ssrn.com
Abstract Credit Valuation Adjustment captures the difference in the value of derivative
contracts when the counterparty default probability is taken into account. However, in the …
contracts when the counterparty default probability is taken into account. However, in the …
Network effects in systemic risk propagation
I Barjašić - 2022 - repozitorij.unizg.hr
Sažetak The role of the network in the systemic risk propagation is investigated from two
different perspectives, one being the detection of the default propagation from available data …
different perspectives, one being the detection of the default propagation from available data …