1

Systemic Risk in Networks with a Central Node

Amini, Hamed, Filipović, Damir, Minca, Andreea
Journal:
SIAM Journal on Financial Mathematics
Année:
2020
Langue:
english
Fichier:
PDF, 1.26 MB
english, 2020
2

STRESS TESTING THE RESILIENCE OF FINANCIAL NETWORKS

AMINI, HAMED, CONT, RAMA, MINCA, ANDREEA
Journal:
International Journal of Theoretical and Applied Finance
Année:
2012
Langue:
english
Fichier:
PDF, 482 KB
english, 2012
3

Inhomogeneous Financial Networks and Contagious Links

Amini, Hamed, Minca, Andreea
Journal:
Operations Research
Année:
2016
Langue:
english
Fichier:
PDF, 315 KB
english, 2016
4

Cascading Losses in Reinsurance Networks

Klages-Mundt, Ariah, Minca, Andreea
Journal:
Management Science
Année:
2020
Fichier:
PDF, 2.08 MB
2020
5

Uniqueness of equilibrium in a payment system with liquidation costs

Amini, Hamed, Filipović, Damir, Minca, Andreea
Journal:
Operations Research Letters
Année:
2016
Langue:
english
Fichier:
PDF, 362 KB
english, 2016
6

To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting

Amini, Hamed, Filipović, Damir, Minca, Andreea
Journal:
Operations Research
Année:
2015
Langue:
english
Fichier:
PDF, 358 KB
english, 2015
7

Control of Interbank Contagion Under Partial Information

Amini, Hamed, Minca, Andreea, Sulem, Agnès
Journal:
SIAM Journal on Financial Mathematics
Année:
2015
Langue:
english
Fichier:
PDF, 312 KB
english, 2015
8

Systemic Risk with Central Counterparty Clearing

Amini, Hamed, Filipovic, Damir, Minca, Andreea
Journal:
SSRN Electronic Journal
Année:
2013
Langue:
english
Fichier:
PDF, 6.25 MB
english, 2013
9

RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES

Rama Cont, Andreea Minca
Journal:
Mathematical Finance
Année:
2012
Langue:
english
Fichier:
PDF, 746 KB
english, 2012
10

RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS

Amini, Hamed, Cont, Rama, Minca, Andreea
Journal:
Mathematical Finance
Année:
2013
Langue:
english
Fichier:
PDF, 649 KB
english, 2013
11

Optimal control of interbank contagion under complete information

Minca, Andreea, Sulem, Agnès
Journal:
Statistics & Risk Modeling
Année:
2014
Langue:
english
Fichier:
PDF, 742 KB
english, 2014
12

When do creditors with heterogeneous beliefs agree to run?

Krishenik, Andrey, Minca, Andreea, Wissel, Johannes
Journal:
Finance and Stochastics
Année:
2015
Langue:
english
Fichier:
PDF, 839 KB
english, 2015
13

Credit default swaps and systemic risk

Cont, Rama, Minca, Andreea
Journal:
Annals of Operations Research
Année:
2016
Langue:
english
Fichier:
PDF, 1.13 MB
english, 2016
14

The topology of overlapping portfolio networks

Guo, Weilong, Minca, Andreea, Wang, Li
Journal:
Statistics & Risk Modeling
Année:
2016
Langue:
english
Fichier:
PDF, 1.20 MB
english, 2016
15

Optimal cash holdings under heterogeneous beliefs

Jarrow, Robert, Krishenik, Andrey, Minca, Andreea
Journal:
Mathematical Finance
Année:
2017
Langue:
english
Fichier:
PDF, 1.01 MB
english, 2017
16

On the central management of risk networks

Avram, Florin, Minca, Andreea
Journal:
Advances in Applied Probability
Année:
2017
Langue:
english
Fichier:
PDF, 206 KB
english, 2017
17

Optimal Cash Holdings Under Heterogeneous Beliefs

Jarrow, Robert A., Krishenik, Andrey, Minca, Andreea
Journal:
SSRN Electronic Journal
Année:
2014
Langue:
english
Fichier:
PDF, 1.62 MB
english, 2014
18

A Game Theoretic Approach to Funding Liquidity Modeling

Krishenik, Andrey, Minca, Andreea, Wissel, Johannes
Journal:
SSRN Electronic Journal
Année:
2012
Langue:
english
Fichier:
PDF, 386 KB
english, 2012
19

Inhomogeneous Financial Networks and Contagious Links

Amini, Hamed, Minca, Andreea
Journal:
SSRN Electronic Journal
Année:
2014
Langue:
english
Fichier:
PDF, 794 KB
english, 2014
20

Optimal Control of Interbank Contagion

Amini, Hamed, Minca, Andreea, Sulem, Agnes
Journal:
SSRN Electronic Journal
Année:
2012
Langue:
english
Fichier:
PDF, 524 KB
english, 2012
21

Control of Interbank Contagion Under Partial Information

Amini, Hamed, Minca, Andreea, Sulem, Agnes
Journal:
SSRN Electronic Journal
Année:
2014
Langue:
english
Fichier:
PDF, 207 KB
english, 2014
22

Stress Testing the Resilience of Financial Networks

Amini, Hamed, Cont, Rama, Minca, Andreea
Journal:
SSRN Electronic Journal
Année:
2010
Langue:
english
Fichier:
PDF, 368 KB
english, 2010
23

Networks of Common Asset Holdings: Aggregation and Measures of Vulnerability

Braverman, Anton, Minca, Andreea
Journal:
SSRN Electronic Journal
Année:
2014
Langue:
english
Fichier:
PDF, 687 KB
english, 2014
24

Dynamics of Debt Capacity

Minca, Andreea, Wissel, Johannes
Journal:
SSRN Electronic Journal
Année:
2015
Fichier:
PDF, 427 KB
2015
25

Dynamics of Debt Capacity

Minca, Andreea, Wissel, Johannes
Journal:
SSRN Electronic Journal
Année:
2015
Langue:
english
Fichier:
PDF, 427 KB
english, 2015