default author photo

Artur Kotlicki

University of Oxford - Mathematical Institute

Andrew Wiles Building

Radcliffe Observatory Quarter (550)

Oxford, OX2 6GG

United Kingdom

http://https://www.maths.ox.ac.uk/people/artur.kotlicki

  • University of Oxford - Mathematical Institute

SCHOLARLY PAPERS

2

DOWNLOADS

1,654

TOTAL CITATIONS
Rank 37,184

SSRN RANKINGS

Top 37,184

in Total Papers Citations

4

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

Liquidity at Risk: Joint Stress Testing of Solvency and Liquidity

Downloads 882 (67,702)
Citation 3

Liquidity at Risk: Joint Stress Testing of Solvency and Liquidity

Journal of Banking and Finance, Vol. 118, p 105871, 2020
Number of pages: 38 Posted: 21 Jun 2019 Last Revised: 11 Jun 2023
Rama Cont, Artur Kotlicki and Laura Valderrama
University of Oxford, University of Oxford - Mathematical Institute and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 651 (99,576)
Citation 3

Abstract:

Loading...

stress testing; banking supervision; liquidity; liquidity regulation; banking regulation; solvency

Liquidity at Risk: Joint Stress Testing of Solvency and Liquidity

IMF Working Paper No. 20/82
Number of pages: 40 Posted: 23 Jul 2020
Rama Cont, Artur Kotlicki and Laura Valderrama
University of Oxford, University of Oxford - Mathematical Institute and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 231 (329,492)

Abstract:

Loading...

2.

Modelling COVID-19 Contagion: Risk Assessment and Targeted Mitigation Policies

Number of pages: 62 Posted: 02 Sep 2020 Last Revised: 12 May 2025
Rama Cont, Artur Kotlicki and Renyuan Xu
University of Oxford, University of Oxford - Mathematical Institute and Stanford University - Department of Management Science & Engineering
Downloads 772 (80,649)
Citation 1

Abstract:

Loading...

epidemic modeling, COVID-19, coronavirus, compartmental models, SIR model, stochastic epidemic model