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