Nov 2025
INET Working Paper

No. 2025-24 - Dynamics of sovereign debt: credit risk and sustainability analysis
Karolina Bassa , Rama Cont

Jul 2023
Working Paper

EURAXI: A Benchmark for Euro Credit Spreads
Susanna Saroyan , Rama Cont

Mar 2022
Journal

Modelling COVID-19 contagion: risk assessment and targeted mitigation policies
in Royal Society Open Science
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

Publications