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This page lists the preprints associated with this programme only.
A full list is also available, with details of how to submit relevant papers.

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Authors Title Attachments
A Lipton Modern monetary circuit theory, stability of interconnected banking network, and balance sheet optimization for individual banks PDF icon ni15063.pdf
CD Brummitt; T Kobayashi Cascades in multiplex financial networks with debts of different seniority PDF icon ni15002.pdf
H Amini; D Filipovic; A Minca To fully net or not to net: adverse effects of partial multilateral netting PDF icon 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 PDF icon ni14099.pdf
H Ku; H Zhang Valuation of claims with price impact function and liquidity costs PDF icon ni14097.pdf
H Föllmer; S Weber The axiomatic approach to risk measures for capital determination PDF icon ni14096.pdf
J Isohätälä; F Kusmartsev; A Milne; D Robertson Leverage constraints and real interest rates PDF icon ni14093.pdf
J Isohätälä; A Milne; D Robertson The net worth trap: investment and output dynamics in the presence of financing constraints PDF icon ni14092.pdf
H Amini; A Minca Inhomogeneous financial networks and contagious links PDF icon ni14089.pdf
R Chhaibi; J Najnudel; A Nikeghbali The circular unitary ensemble and the Riemann zeta function: the microscopic landscape PDF icon ni14080.pdf
P Méliot; A Nikeghbali Mod-Gaussian convergence and its applications for models of statistical mechanics PDF icon ni14079.pdf
S Borovkova; H Laloui El Mouttalibi Systemic risk and centralized clearing of OTC derivatives: a network approach PDF icon ni14070.pdf
R Cont; A Minca Credit default swaps and systemic risk PDF icon ni14069.pdf
University of Cambridge Research Councils UK
    Clay Mathematics Institute The Leverhulme Trust London Mathematical Society Microsoft Research NM Rothschild and Sons