This page lists the preprints associated with this programme only.
A full list is also available, with details of how to submit relevant papers and how to acknowledge INI.
| Authors | Title | Attachments |
|---|---|---|
| A Lipton | Modern monetary circuit theory, stability of interconnected banking network, and balance sheet optimization for individual banks |
 ni15063.pdf |
| CD Brummitt; T Kobayashi | Cascades in multiplex financial networks with debts of different seniority |
ni15002.pdf |
| H Amini; D Filipovic; A Minca | To fully net or not to net: adverse effects of partial multilateral netting |
ni15001.pdf |
| L Clerc; A Derviz; C Mendicino; S Moyen; K Nikolov; et al | Capital regulation in a microeconomic model with three layers of default |
ni14099.pdf |
| H Ku; H Zhang | Valuation of claims with price impact function and liquidity costs |
ni14097.pdf |
| H Föllmer; S Weber | The axiomatic approach to risk measures for capital determination |
ni14096.pdf |
| J Isohätälä; F Kusmartsev; A Milne; D Robertson | Leverage constraints and real interest rates |
ni14093.pdf |
| J Isohätälä; A Milne; D Robertson | The net worth trap: investment and output dynamics in the presence of financing constraints |
ni14092.pdf |
| H Amini; A Minca | Inhomogeneous financial networks and contagious links |
ni14089.pdf |
| R Chhaibi; J Najnudel; A Nikeghbali | The circular unitary ensemble and the Riemann zeta function: the microscopic landscape |
ni14080.pdf |
| P Méliot; A Nikeghbali | Mod-Gaussian convergence and its applications for models of statistical mechanics |
ni14079.pdf |
| S Borovkova; H Laloui El Mouttalibi | Systemic risk and centralized clearing of OTC derivatives: a network approach |
ni14070.pdf |
| R Cont; A Minca | Credit default swaps and systemic risk |
ni14069.pdf |
