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