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Showing 1 to 2 of 2 for “"Financial crises--Mathematical models"”.
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Contingent Capital: Valuation and Risk Implications Under Alternative Conversion Mechanisms
… proposals for enhancing the stability of the financial system include requirements that banks hold some form of contingent capital, meaning equity that becomes available to a bank in the event of a crisis or financial distress. Specific proposals vary in their choice of conversion trigger and …
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Contagion and Systemic Risk in Financial Networks
The 2007-2009 financial crisis has shed light on the importance of contagion and systemic risk, and revealed the lack of adequate indicators for measuring and monitoring them. This dissertation addresses these issues and leads to several recommendations for the design of an improved assessment of …