Publications

Filtered Results: 10 found

Jul 2019
Journal
Monitoring indirect contagion
in Journal of Banking & Finance
Rama Cont, Eric Schaanning
Jun 2019
Paper
Liquidity at Risk: Joint Stress Testing of Solvency and Liquidity
Rama Cont, Artur Kotlicki, Laura Valderrama
Feb 2017
Paper
Central Clearing and Risk Transformation
Rama Cont
Nov 2016
Paper
Fire Sales, Indirect Contagion and Systemic Stress Testing
Rama Cont, Eric Schaanning
Sep 2016
Paper
Fire Sales Forensics: Measuring Endogenous Risk
Rama Cont, Lakshithe Wagalath
Apr 2016
Paper
Resilience to contagion in financial networks
Rama Cont, Hamed Amini, Andreea Minca
May 2015
Paper
The End of the Waterfall: Default Resources of Central Counterparties
Rama Cont
Mar 2014
Paper
Central Clearing of OTC Derivatives: Bilateral vs Multilateral Netting
Rama Cont, Thomas Kokholm
Jun 2013
Paper
Network Structure and Systemic Risk in Banking Systems
Rama Cont, Amal Moussa, Edson Bastos e Santos
Jan 2012
Paper
Stress Testing the Resilience of Financial Networks
Rama Cont, Hamed Amini, Andreea Minca