Georgia State University
Atlanta, GA 30303
United States
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Over the Counter Markets, Central Counterparty Clearing, Market Design, Financial Network, Contagion, Systemic Risk, Credit Default Swap Markets
Star-shaped Networks, Central Node, Market Design, Financial Network, Contagion, Systemic Risk, Credit Default Swap Markets
systemic risk, banking network, stress test, counterparty risk, macro-prudential regulation, complex network, scale-free network
systemic risk, contagion, default, macroprudential regulation, financial stability, random graph, network model, financial networks, interconnectedness, balance-sheet contagion
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systemic risk, default contagion, random graphs, interbank network, financial stability, macroprudential regulation
Systemic risk, Financial networks
systemic risk, liquidity risk, financial contagion, Markov decision process, optimal interventions
Systemic risk, Default contagion, Financial stability, Contagious links, Phase transitions, Complex networks, Inhomogeneous random graphs.
Over the Counter Markets, Financial Network, Partial Multilateral Netting
Financial Network, Systemic Risk, Eiseberg Noe Model, Asset Price Contagion
Systemic risk, Optimal control, Financial networks, Lender of last resort
collective risk theory, systemic risk, default contagion
Pandemic risks, SIR epidemic process, economic epidemiology, social distancing, heterogeneous networks, random graphs
Systemic Risk, Financial Network, Central Clearing, Portfolio Compression
contagion, systemic risk, economic epidemiology, self-protection, security investment, cyber-insurance, heterogeneous networks
systemic risk, financial networks, portfolio compression, genetic algorithm
Systemic Risk, Default Contagion, Financial Networks, Limit Theorems.
