Editorial : Network models and stress testing for financial stability : the conference

von Martinez-Jaramillo, Serafin
Veröffentlicht in Journal of financial stability (2021)

Special issue: network models, stress testing and other tools for financial stability monitoring and macroprudential policy design and implementation

Veröffentlicht 2018

Financial networks and stress testing : challenges and new research avenues for systemic risk analysis and financial stability implications

von Battiston, Stefano
Veröffentlicht in Journal of financial stability (2018)

Learning of Weighted Multi-layer Networks via Dynamic Social Spaces, with Application to Financial Interbank Transactions

von Carmona, Chris U.
Veröffentlicht in International Conference on Complex Networks and their Applications (8. : 2019 : Lissabon) Complex networks and their applications VIII ; Volume 2 (2020)

Central banks in Latin America : actions for sustainability, including mitigation and adaptation policies for climate-related risks

von Torinelli, Viviane Helena
Veröffentlicht in Paving the way for greener central banks (2022)

A network model of systemic risk : stress testing the banking system

von Márquez Diez-Canedo, Javier
Veröffentlicht in Intelligent systems in accounting finance and management (2009)

Evolutionary computation and artificial financial markets

von Martinez-Jaramillo, Serafin
Veröffentlicht in Natural computing in computational finance (2009)

The red queen principle and the emergence of efficient financial markets : an agent based approach

von Markose, Sheri M.
Veröffentlicht in Nonlinear dynamics and heterogeneous interacting agents (2005)

Interconnectedness and financial stability

von Martinez-Jaramillo, Serafin
Veröffentlicht in Journal of risk management in financial institutions (2019)

Centrality measurement of the Mexican large value payments system from the perspective of multiplex networks

von Bravo-Benitez, Bernardo
Veröffentlicht in Computational economics (2015)

Quantification of systemic risk from overlapping portfolios in the financial system

von Poledna, Sebastian
Veröffentlicht in Journal of financial stability (2021)

The role of financial market infrastructures in financial stability : an overview

von Martinez-Jaramillo, Serafin
Veröffentlicht in Analyzing the economics of financial market infrastructures (2016)

Financial contagion : extending the exposures network of the Mexican financial system

von Solorzano-Margain, Juan Pablo
Veröffentlicht in Computational Management Science (2013)

International banking and cross-border effects of regulation : lessons from Mexico

von Levin-Konigsberg, Gabriel
Veröffentlicht in International journal of central banking (2017)

Climate risk and financial stability in the network of banks and investment funds

von Roncoroni, Alan
Veröffentlicht in Journal of financial stability (2021)

Systemic risk, financial contagion and financial fragility

Veröffentlicht in Journal of economic dynamics & control (2010)

An empirical study of the Mexican banking system's network and its implications for systemic risk

Veröffentlicht in Journal of economic dynamics & control (2014)

How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?

von Téllez-León, Isela-Elizabeth
Veröffentlicht in Journal of financial stability (2021)

Calibrating limits for large interbank exposures from a system-wide perspective

von Batiz-Zuk, Enrique
Veröffentlicht in Journal of financial stability (2016)

The multi-layer network nature of systemic risk and its implications for the costs of financial crises

von Poledna, Sebastian
Veröffentlicht in Journal of financial stability (2015)