Contagion Risk

Content type

Practice Areas

Publication Types

Content type	Date Sort descending	Title	Tags
ERM Resource	25/06/2015	Copula Phase Transitions Report	Contagion Risk Risk Management Tools and Techniques
ERM Resource	29/07/2015	Liquidity Risk and Contagion	Contagion Risk Liquidity Risk LIQUIDITY RISK AND CONTAGION mark to market No category
ERM Resource	29/07/2015	Catastrophic Shocks in the Property-Liability Insurance Industry: Evidence on Regulatory and Contagion Effects	Catastrophe Risk Contagion Risk Contagion Risk No category
ERM Resource	29/07/2015	Contagion Risk in Banking	Banking Contagion Risk Contagion Risk No category
ERM Resource	29/07/2015	Measuring systemic risk: A risk management approach	Banking Contagion Risk Contagion Risk No category Systemic Risk Systemic Risk
ERM Resource	29/07/2015	Good and bad credit contagion: Evidence from credit default swaps	Contagion Risk Contagion Risk Counterparty Default Risk No category
ERM Resource	29/07/2015	Contagion Effects in the Insurance Industry	Contagion Risk Contagion Risk No category
ERM Resource	29/07/2015	Discussion: Assessing Systematic Risk in the Insurance Sector	Contagion Risk Contagion Risk No category Systemic Risk
ERM Resource	29/07/2015	Credit Risk Transfer and Contagion	Contagion Risk Credit and Counterparty Risk Financial innovation No category Pareto inferior
ERM Resource	29/07/2015	Contagion Risk in the International Banking System and Implications for London as a Global Financial Center	bank soundness co-exceedance Contagion Risk Contagion Risk distance-to-default Extreme Value Theory LOGIT No category
ERM Resource	29/07/2015	A dynamic contagion process for modelling contagion risk in finance and insurance	Contagion Risk Contagion Risk Credit Risk Markov process No category
ERM Resource	29/07/2015	Systemic Risk in Insurance	Contagion Risk Contagion Risk No category Systemic Risk Systemic Risk
ERM Resource	29/07/2015	Financial contagion and intra-group spillover effects	Contagion Risk Contagion Risk No category
ERM Resource	29/07/2015	Bailouts and Systemic Insurance	Contagion Risk No category
ERM Resource	29/07/2015	Measuring Systemic Risk in the Finance and Insurance Sectors	Contagion Risk Risk Management Tools and Techniques Systemic Risk Systemic Risk; Financial Institutions; Liquidity; Financial Crises