Preface to the Special Issue on Systemic Risk: Models and Mechanisms

2016 ◽  
Vol 64 (5) ◽  
pp. 1053-1055 ◽  
Author(s):  
Rama Cont ◽  
Darrell Duffie ◽  
Paul Glasserman ◽  
Chris Rogers ◽  
Fernando Vega-Redondo
Keyword(s):  
Systemic Risk ◽  
Special Issue ◽  
Risk Models

scholarly journals Special issue on dynamics of socioeconomic systems: systemic risk—finance

2020 ◽  
Vol 24 (12) ◽  
pp. 8503-8503
Author(s):  
Philippe de Peretti ◽  
Bice Cavallo ◽  
Biagio Simonetti ◽  
Massimo Squillante ◽  
Jorgen Vitting-Andersen
Keyword(s):  
Systemic Risk ◽  
Special Issue

scholarly journals Special issue on dynamics of socioeconomic systems: systemic risk—complex systems

2020 ◽  
Vol 24 (18) ◽  
pp. 13515-13515
Author(s):  
Bice Cavallo ◽  
Philippe de Peretti ◽  
Biagio Simonetti ◽  
Massimo Squillante ◽  
Jorgen Vitting-Andersen
Keyword(s):  
Complex Systems ◽  
Systemic Risk ◽  
Special Issue

scholarly journals Special Issue of Quantitative Finance on ‘Systemic risk analytics’

2017 ◽  
Vol 17 (12) ◽  
pp. 1803-1804 ◽  
Author(s):  
Peter Sarlin ◽  
Tuomas Peltonen
Keyword(s):  
Systemic Risk ◽  
Special Issue ◽  
Quantitative Finance

Systemic risk and the organization of the financial system: overview

2018 ◽  
Vol 10 (2) ◽  
pp. 202-212
Author(s):  
Clas Wihlborg
Keyword(s):  
Risk Factors ◽  
Systemic Risk ◽  
Design Methodology ◽  
Financial Institution ◽  
Policy Debate ◽  
Special Issue ◽  
Content Type ◽  
Conference Presentations ◽  
Conference Papers ◽  
Systemic Risk Factors

Purpose Before providing an overview of the conference with the above title and this Special Issue, this paper aims to present a view of the meaning of systemic risk, factors that affect systemic risk and measures of systemic risk. Thereafter, the conference presentations and the papers in this issue are summarized. Design/methodology/approach Characteristics and measures of systemic risk are reviewed. Conference papers and presentations are summarized. Findings While some aspects of systemic risk of a financial institution can be measured, an important aspect associated with contagion through markets is not easily captured by simple measures. Originality/value The conference and the papers in this issue contribute to the policy debate about sources and characteristics of systemic risk.

Special issue ofQuantitative Financeon ‘Interlinkages and Systemic Risk’

2015 ◽  
Vol 15 (4) ◽  
pp. 587-588 ◽  
Author(s):  
Giovanni di Iasio ◽  
Mauro Gallegati ◽  
Fabrizio Lillo ◽  
Rosario N. Mantegna
Keyword(s):  
Systemic Risk ◽  
Special Issue
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