12 results: page 1 of 1
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
Nov 2016
Paper
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
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