Poledna, Sebastian
- Leverage-induced systemic risk under Basle II and other credit risk\n policies
2013/01/25 by Sebastian Poledna, Poledna, Sebastian, Stefan Thurner +5 · 2 citations
Economics, Econometrics and Finance · #Banking stability, regulation, efficiency #Economic theories and models #FOS: Economics and business #FOS: Physical sciences #Financial Markets and Investment Strategies #Global Financial Crisis and Policies #Physics and Society (physics.soc-ph) #Risk Management (q-fin.RM)
- Quantification of systemic risk from overlapping portfolios in the financial system
2018/01/31 by Poledna, Sebastian, Martínez-Jaramillo, Serafín, Caccioli, Fabio +1 · 1 citation
#FOS: Economics and business #Risk Management (q-fin.RM)