Colchester CO4 3SQ
University of Essex - Department of Economics
in Total Papers Citations
Non-performing loans, impairment, loan loss provisions, bank capital, data standards, credit risk
Financial systems, Financial risk, Nonbank financial sector, International capital markets, Financial instruments, Systemic Risk, Financial Network, Too-Interconnected-to-Fail, Eigenvector Centrality, Super Spreader Tax.
Type 4 Dynamics, Gödel Incompleteness, Gödel Sentence, Off-Line Simulation, Strategic Innovation, Novelty, Surprises; Red Queen Arms Race; Creative and Productive Sets; Productive Function; Surprise Nash Equilibrium
Global Financial Networks, Systemic Risk, Early Warning Signals, Eigen-Pair Analysis, Statistical Market Price-Based Risk Measures, Paradoxical Risk Measures
OTC derivatives reforms, Central counterparty (CCP), Netting efficiency, Collateralization
Credit Risk Transfer, Synthetic Securitization, Perverse Incentives, Credit Default Swaps, Collateralized Debt Obligation, Agent Based Modelling
Extreme Events,VFTSE, Model-Free Implied Volatility, Generalized Extreme Value Distribution, Implied Tail Index, Volatility Forecasting
Credit default swaps, Financial networks, Eigenvector centrality, Financial contagion, Systemic risk, Super-spreader tax
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