Atlanta, GA 30332
Georgia Institute of Technology
in Total Papers Downloads
in Total Papers Citations
systemic risk, network flows, contagion, clearing
Basel3, bank planning, bank optimization
Systemic risk, network model, bank lending channel, credit crunch
Basel III, Planning, Linear Programming, Capital Ratio, Leverage Ratio, LCR, NSFR
clearing prices, electricity markets, energy market coupling, congestion management, day-ahead auctions, mixed-integer programming
Liquidity management, liquidity center location problem, facility location problem, real options
Alternative risk transfer, cat bonds, industry loss warranties, pricing approaches, risk-neutral valuation
expected logarithmic utility, optimization, SQP, outer approximation, kelly criterion, geometric mean maximization, discrete decisions
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.296 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you