Publications

Filtered Results: 12 found

Jul 2023
Working Paper 		EURAXI: A Benchmark for Euro Credit Spreads
Susanna Saroyan, Rama Cont
Sept 2020
Paper 		Modelling COVID-19 Contagion: Risk Assessment and Targeted Mitigation Policies
Rama Cont, Artur Kotlicki, Renyuan Xu
Sept 2020
Journal 		Liquidity at Risk: Joint Stress Testing of Solvency and Liquidity
in Journal of Banking & Finance
Rama Cont, Artur Kotlicki, Laura Valderrama
Jul 2019
Journal 		Monitoring indirect contagion
in Journal of Banking & Finance
Rama Cont, Eric Schaanning
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
Sept 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