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 |
|---|---|---|
| T Kobayashi | Cascades in multiplex financial networks with debts of different seniority |
 ni15002.pdf |
| D Filipovic | To fully net or not to net: adverse effects of partial multilateral netting |
ni15001.pdf |
| C Mendicino; S Moyen; K Nikolov | Capital regulation in a microeconomic model with three layers of default |
ni14099.pdf |
| H Ku | Valuation of claims with price impact function and liquidity costs |
ni14097.pdf |
| R Cont | Credit default swaps and systemic risk |
ni14069.pdf |
| Rama Cont; Eric Schaanning | https://ssrn.com/abstract=2541114 |
ni14101.pdf |
| Rama Cont; Lakshithe Wagalath | Risk management for whales |
ni14100.pdf |
