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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 and how to acknowledge INI.

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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
Rama Cont; Eric Schaanning PDF icon ni14101.pdf
Rama Cont; Lakshithe Wagalath Risk management for whales PDF icon ni14100.pdf
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons