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Preface to the Special Issue on Systemic Risk: Models and Mechanisms

Author

Listed:
  • Rama Cont

    (Department of Mathematics, Imperial College London, London SW7 2AZ, United Kingdom)

  • Darrell Duffie

    (Graduate School of Business, Stanford University, Stanford, California 94305)

  • Paul Glasserman

    (Graduate School of Business, Columbia University, New York, New York 10027)

  • Chris Rogers

    (Statistical Laboratory, University of Cambridge, Cambridge, CB3 0WB, United Kingdom)

  • Fernando Vega-Redondo

    (Department of Decision Sciences, Bocconi University, 20136 Milan, Italy)

Abstract

No abstract is available for this item.

Suggested Citation

  • Rama Cont & Darrell Duffie & Paul Glasserman & Chris Rogers & Fernando Vega-Redondo, 2016. "Preface to the Special Issue on Systemic Risk: Models and Mechanisms," Operations Research, INFORMS, vol. 64(5), pages 1053-1055, October.
    • Handle: RePEc:inm:oropre:v:64:y:2016:i:5:p:1053-1055
    DOI: 10.1287/opre.2016.1562
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    References listed on IDEAS

    as
    1. Martin Hellwig, 2009. "Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis," De Economist, Springer, vol. 157(2), pages 129-207, June.
    2. Fulvio Corsi & Stefano Marmi & Fabrizio Lillo, 2016. "When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification," Operations Research, INFORMS, vol. 64(5), pages 1073-1088, October.
    3. Paul Glasserman & Ciamac C. Moallemi & Kai Yuan, 2016. "Hidden Illiquidity with Multiple Central Counterparties," Operations Research, INFORMS, vol. 64(5), pages 1143-1158, October.
    4. Agostino Capponi & Peng-Chu Chen & David D. Yao, 2016. "Liability Concentration and Systemic Losses in Financial Networks," Operations Research, INFORMS, vol. 64(5), pages 1121-1134, October.
    5. Fouque,Jean-Pierre & Langsam,Joseph A. (ed.), 2013. "Handbook on Systemic Risk," Cambridge Books, Cambridge University Press, number 9781107023437, November.
    6. Nan Chen & Xin Liu & David D. Yao, 2016. "An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect," Operations Research, INFORMS, vol. 64(5), pages 1089-1108, October.
    7. Samim Ghamami & Paul Glasserman, 2016. "Does OTC Derivatives Reform Incentivize Central Clearing?," Working Papers 16-07, Office of Financial Research, US Department of the Treasury.
    8. Larry Eisenberg & Thomas H. Noe, 2001. "Systemic Risk in Financial Systems," Management Science, INFORMS, vol. 47(2), pages 236-249, February.
    9. Oliver Kley & Claudia Klüppelberg & Gesine Reinert, 2016. "Risk in a Large Claims Insurance Market with Bipartite Graph Structure," Operations Research, INFORMS, vol. 64(5), pages 1159-1176, October.
    10. Steven Kou & Xianhua Peng, 2016. "On the Measurement of Economic Tail Risk," Operations Research, INFORMS, vol. 64(5), pages 1056-1072, October.
    11. Rama Cont & Amal Moussa & Edson B Santos, 2013. "Network structure and systemic risk in banking systems," Post-Print hal-00912018, HAL.
    12. Markus Brunnermeier & Arvind Krishnamurthy, 2014. "Risk Topography: Systemic Risk and Macro Modeling," NBER Books, National Bureau of Economic Research, Inc, number brun11-1, February.
    13. L. C. G. Rogers & L. A. M. Veraart, 2013. "Failure and Rescue in an Interbank Network," Management Science, INFORMS, vol. 59(4), pages 882-898, April.
    14. Hamed Amini & Andreea Minca, 2016. "Inhomogeneous Financial Networks and Contagious Links," Operations Research, INFORMS, vol. 64(5), pages 1109-1120, October.
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