Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 26 for “"Financial networks"”.
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Systemic Risk in Financial Networks
… model based approach to study systemic risk in financial networks. In particular, I have worked on generalized extensions of the Eisenberg--Noe [2001] framework to account for realistic financial situations viz. pricing of corporate debt while accounting for network effects, asset liquidation …
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Systemic risk in financial networks
… extends the literature of systemic risk in financial networks in two directions.</p> <p>First, we develop a majorization-based tool to compare financial networks in terms of systemic losses with a focus on the implications of liability concentration. Specifically, we quantify liability …
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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 …
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Applications of Random Matrix Theory to Portfolio Management and Financial Networks
… Matrix Theory (RMT) to portfolio management and financial networks. From a portfolio management perspective, we apply the RMT approach to clean measurement noise from correlation matrices constructed for large portfolios of stocks of the FTSE 100. We apply this methodology to a number of …
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Network Analysis of the Financial Sector: A Comprehensive Perspective with Adaptive Joint LASSO Method
… emergence of systemic risk from the 2008 Global Financial Crisis (GFC) and the recent energy market shocks following the COVID-19 pandemic and the onset of the Russo-Ukrainian war highlighted the importance of understanding shock spillovers for policymakers and academics alike. Specifically, …
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Blockchain-Based Zero Trust Threat Detection Framework for the Finance Industry Network
… security models inadequate, especially in the financial sector, where data integrity, confidentiality, and regulatory compliance are critical. Despite advances, existing frameworks like Zero Trust still face challenges such as centralised trust mechanisms and limited resilience against insider …
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Optimal monitoring and mitigation of systemic risk in lending networks
… optimal policies to manage systemic risk in financial networks. Given a one-period borrower-lender network in which all debts are due at the same time and have the same seniority, we address the problem of allocating a fixed amount of cash among the nodes to minimize the weighted sum of …
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Identification and Robustness in Central Banking and Supply Chain
… a methodology to identify multiple linear financial networks when only an aggregate outcome is observed, and use the method to assess financial networks among financial institutions in the United States. We discover that the data is better explained by a mix of distinct networks, each of …
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The Evolution of Al Qaeda's Financial Network
This paper examines the financial networks of al Qaeda and its affiliates, which remain significant threats a decade after the September 11th attacks. The thesis examines how al Qaeda has evolved in the face of U.S. and international counter-financing efforts from charities and donors to rely …
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Propagation of credit freezes in financial lending networks
We consider a network model of financial intermediation where banks (financial intermediaries) lend to and borrow from each other and supply funds to clients. A key decision for a bank is whether to extend credit to other banks, which may then default on those loans. In contrast to much of the …
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Financial Network Stability and Structure: Econometric and Network Analysis
Since the Global Financial Crisis, the literature of financial networks analysis has been trying to investigate the changes in the financial networks structure, that led to the instability of the financial system. The Global Financial Crisis followed by the Great Recession costed taxpayers an …
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From Contagion to Stability: Insights into Network Dynamics, Resilience and Stability
The resilience of interconnected systems, such as financial networks, supply chains, software systems, and social networks, is a critical concern in today's highly connected world. While interconnectedness enables efficient economic transactions, rapid social learning, and adaptability to shocks, …
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Hidden Influence in Dynamic Networks
Our world is structured by networks that connect objects, ideas, and people. These networks consist of nodes (entities) and edges (connections) that dynamically evolve, reflecting changes in relationships, the emergence of new entities, and the dissolution of old links. Unlike static networks, …
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Topics in Dynamic programming and Economic Networks
… monetary policies. Complementing this, economic networks stand as another critical tool, recognising the dynamic interactions among a multitude of diverse agents. The network models provide a comprehensive analysis of how individual agent behaviours, incentives, and strategic interactions …
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Topics in Dynamic programming and Economic Networks
… monetary policies. Complementing this, economic networks stand as another critical tool, recognising the dynamic interactions among a multitude of diverse agents. The network models provide a comprehensive analysis of how individual agent behaviours, incentives, and strategic interactions …
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Examining the Factors that Contribute to the Survival and Resilience of the Al-Shabaab Terrorist Organization
… is a political tool, that fosters business networks, aids in arms acquisitions, evades sanctions, and generates external support. Al-Shabaab uses Islam to portray itself as a defender of Muslim grievances; complicating counter-terrorism efforts, and garnering sympathy and supporters …
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Housing wealth and accumulation: Home ownership experiences of African Caribbean families migrating to Birmingham and London in the period 1950-1970
… treating housing wealth in isolation from other networks within African Caribbean communities. Instead it develops a single asset network that positions housing wealth within a broader resource framework used to interpret home ownership careers and return migration planning. The study …
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An Engagement Toolkit to Center Unhoused Stakeholders in the Design and Programming of Open Space
… for individuals who do not have the social and financial networks to overcome housing crises.
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Exploring the financial literacy practices among selected youth entrepreneurs in Lusaka district, Zambia: a phenomenological perspective.
This study aimed to explore the financial literacy practices among selected youth entrepreneurs in Lusaka District, Zambia, from a phenomenological perspective. The objectives that guided the study were to: (1) establish the financial literacy practices among selected youth entrepreneurs in Lusaka …
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Exploring the financial literacy practices among selected youth entrepreneurs in Lusaka district, Zambia: a phenomenological perspective.
This study aimed to explore the financial literacy practices among selected youth entrepreneurs in Lusaka District, Zambia, from a phenomenological perspective. The objectives that guided the study were to: (1) establish the financial literacy practices among selected youth entrepreneurs in Lusaka …
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