G2TT

浏览/检索结果: 共19条,第1-10条 帮助

已选(0)清除 条数/页:   排序方式:
Quantifying economic resilience from input–output susceptibility to improve predictions of economic growth and recovery. 智库出版物
2019
作者:  Klimek P;  Poledna S;  Thurner S
Adobe PDF(1059Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2019/06/18
IRGC resource guide on resilience (vol. 2): Domains of resilience for complex interconnected systems. 智库出版物
2018
作者:  Hochrainer-Stigler S;  Boza G;  Colon C;  Poledna S;  Rovenskaya E;  Trump, B.D.;  Florin, M.V.;  Linkov, I.
Adobe PDF(327Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18
Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem. 智库出版物
2018
作者:  Pichler A;  Poledna S;  Thurner S
Adobe PDF(472Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18
systemic risk, systemic-risk-efficient, overlapping portfolios, financial networks, contagion, network optimization, quadratic programming, government bonds, DebtRank  
Integrating Systemic Risk and Risk Analysis Using Copulas. 智库出版物
2018
作者:  Hochrainer-Stigler S;  Rovenskaya E;  Thurner S;  Poledna S;  Boza G;  Linnerooth-Bayer J
Adobe PDF(1302Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2019/06/18
Copulas  Individual risk  Risk analysis  Systemic risk  
Identifying Systemically Important Companies by Using the Credit Network of an Entire Nation. 智库出版物
2018
作者:  Poledna S;  Hinteregger A;  Thurner S
Adobe PDF(5511Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18
credit network  systemic importance  bank-firm network  interbank network  systemic risk  financial regulation  contagion  
Systemic risk management in financial networks with credit default swaps. 智库出版物
2017
作者:  Leduc MV;  Poledna S;  Thurner S
收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18
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. 智库出版物
2017
作者:  Poledna S;  Bochmann O;  Thurner S
Adobe PDF(242Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18
Basel III  Systemic Risk  Resilience  Agent-Based Modelling  Self-organisation  Network Optimisation  DebtRank  Banking regulation  Sustainability  
Agent-based Modelling of Systemic Risk: A Big-data Approach. 智库出版物
2017
作者:  Poledna S;  Miess M;  Schmelzer S;  Rovenskaya E;  Hochrainer-Stigler S;  Thurner S
Adobe PDF(2503Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18
Modelling Macroeconomic Effects of Natural Disaster Risk: A Large Scale Agent Based Modelling Approach Using Copulas. 智库出版物
2016
作者:  Hochrainer-Stigler S;  Poledna S
Adobe PDF(164Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2019/06/18
Flood Risk, Copula, Agent Based Modelling, Macroeconomic Effects, Austria  
Network reslience and systemic risk. Methodological approaches to address network resilience. 智库出版物
2016
作者:  Wildemeersch M;  Poledna S;  Leduc M
Microsoft Powerpoint(8264Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18