22 aoûtMeasuring Capital at Risk with Financial Contagion: Two-Sector Model with Banks and InsurersInterdependent economic shocks, modeled through a two-sector approach (banks and insurers), impact the financial system by amplifying...
22 déc. 2023Measures of Resilience to Cyber Contagion -- An Axiomatic Approach for Complex Systems“While the main discussion of the paper is tailored to the management of systemic cyber risk in digital networks, we also draw parallels...