Listar por tema "financial networks"

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    • closedAccess   Reinforcement learning policy recommendation for interbank network stability 

      Brini, Alessio; Tedeschi, Gabriele; TANTARI, DANIELE Elsevier (2023-06-07)
      In this paper, we analyze the effect of a policy recommendation on the performance of an artificial interbank market. Financial institutions stipulate lending agreements following a public recommendation and their individual ...

    • openAccess   Three essays on liquidity and contagion 

      Toto, Andrea Universitat Jaume I (2016-04-16)
      The present PhD thesis consists of three papers. In the 1st paper we review credit risk models and models of counterparty risk and contagion and their application in credit risk management, and compare the two primary types ...