Special Issue: Monitoring Systemic Risk: Data, Models and Metrics

2017 ◽  
Vol 34 (3-4) ◽  
Author(s):  
Rama Cont ◽  
Michael Gordy
Keyword(s):  
Systemic Risk ◽  
Data Models ◽  
Special Issue

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

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 Structured Data for Performing Arts History: An Introduction to a Special Issue of Data Papers

2020 ◽  
Vol 5 (2) ◽  
pp. 1-12
Author(s):  
Thunnis van Oort ◽  
Julia Noordegraaf
Keyword(s):  
Social Sciences ◽  
Performing Arts ◽  
Research Data ◽  
Data Models ◽  
Structured Data ◽  
Data Sets ◽  
Special Issue ◽  
Humanities And Social Sciences

Abstract This introduction to the special issue of performing arts data papers starts off by dwelling on the purpose of the (re-)use of structured data for performing arts history, and on the benefits of publishing data papers about these data sets. The authors present several observations on the general characteristics of data models in this scholarly domain and conclude by discussing each of the contributions to this special issue of the Research Data Journal for the Humanities and Social Sciences.

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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