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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：4/0  |  提交时间：2019/06/18
systemic risk, systemic-risk-efficient, overlapping portfolios, financial networks, contagion, network optimization, quadratic programming, government bonds, DebtRank  
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：3/0  |  提交时间：2019/06/18
Basel III  Systemic Risk  Resilience  Agent-Based Modelling  Self-organisation  Network Optimisation  DebtRank  Banking regulation  Sustainability  
Systemic Risk Management in Financial Networks with Credit Default Swaps. 智库出版物
2016
作者:  Leduc MV;  Poledna S;  Thurner S
Adobe PDF(4235Kb)  |  收藏  |  浏览/下载：1/0  |  提交时间：2019/06/18
Systemic Risk, Credit Default Swaps, DebtRank, Agent-Based Models, Multiplex Networks, Interbank Systems  
Systemic Risk Management in Financial Networks with Credit Default Swaps. 智库出版物
2016
作者:  Leduc MV;  Poledna S;  Thurner S
Adobe PDF(2024Kb)  |  收藏  |  浏览/下载：0/0  |  提交时间：2019/06/18
Systemic Risk, Credit Default Swaps, DebtRank, Agent-Based Models, Multiplex Networks, Interbank Systems  
Elimination of systemic risk in financial networks by means of a systemic risk transaction tax. 智库出版物
2016
作者:  Poledna S;  Thurner S
Adobe PDF(2893Kb)  |  收藏  |  浏览/下载：4/0  |  提交时间：2019/06/18
Systemic risk, Resilience, Agent-based modelling, Self-organization, Network optimization, DebtRank, Banking regulation, Financial transactions taxes, Sustainability, C63, D85, G01, G18, G21