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Quantification of systemic risk from overlapping portfolios in the financial system
Caccioli, Fabio / Martínez-Jaramillo, Serafín / Poledna, Sebastian / Thurner, Stefan
contagion / financial networksResource overview

Quantification of systemic risk from overlapping portfolios in the financial system

Paper2021

by Caccioli, Fabio, Martínez-Jaramillo, Serafín, Poledna, Sebastian, Thurner, Stefan

Tags
contagionfinancial networksfinancial stabilitysystemic risk

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  2. Expected Shortfall and Other Tail Risk Measures

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