London, EC2R 8AH
Bank of England
in Total Papers Citations
Financial networks, Contagion, Systemic risk, Credit risk, Mark-to-market losses
Operational Risk, Risk Management, Dynamical Models
Operational Risk, Dynamical Systems, Value at Risk, Capital Allocation
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contagion, credit risk, financial networks, mark‐to‐market losses, systemic risk
Operational Risk, Bayesian Networks, Time Series, Value at Risk, Different-Times Correlations
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