System-wide implications of funding risk von Hałaj, Grzegorz

Volltext

Interbank asset-liability networks with fire sale management von Feinstein, Zachary, Hałaj, Grzegorz

Volltext

Simulating fire sales in a system of banks and asset managers von Calimani, Susanna, Hałaj, Grzegorz, Żochowski, Dawid

Volltext

Interconnected banks and systemically important exposures von Roncoroni, Alan, Battiston, Stefano, D’Errico, Marco, Hałaj, Grzegorz, Kok, Christoffer

Volltext

DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK von HAŁAJ, GRZEGORZ

Volltext

Financial stability through the lens of complex systems von Hałaj, Grzegorz, Martinez-Jaramillo, Serafin, Battiston, Stefano

Volltext

The missing links: A global study on uncovering financial network structures from partial data von Anand, Kartik, van Lelyveld, Iman, Banai, Ádám, Friedrich, Soeren, Garratt, Rodney, Hałaj, Grzegorz, Fique, Jose, Hansen, Ib, Jaramillo, Serafín Martínez, Lee, Hwayun, Molina-Borboa, José Luis, Nobili, Stefano, Rajan, Sriram, Salakhova, Dilyara, Silva, Thiago Christiano, Silvestri, Laura, de Souza, Sergio Rubens Stancato

Volltext

Resilience of Canadian banks to funding liquidity shocks von Hałaj, Grzegorz

Volltext

Assessing interbank contagion using simulated networks von Hałaj, Grzegorz, Kok, Christoffer

Volltext

The systemic implications of bail-in: A multi-layered network approach von Hüser, Anne-Caroline, Hałaj, Grzegorz, Kok, Christoffer, Perales, Cristian, van der Kraaij, Anton

Volltext

How did the Greek credit event impact the credit default swap market? von Hałaj, Grzegorz, Peltonen, Tuomas A., Scheicher, Martin

Volltext

Modelling the emergence of the interbank networks von Haᴌaj, Grzegorz, Kok, Christoffer

Volltext

Financial stability through the lens of complex systems von Hałaj, Grzegorz, Martinez-Jaramillo, Serafin, Battiston, Stefano

Volltext

Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information von Halaj, Grzegorz

Volltext

Sketching a roadmap for systemic liquidity stress tests von Hałaj, Grzegorz, Henry, Jérôme

Volltext

Systemic Valuation of Banks: Interbank Equilibrium and Contagion von Hałaj, Grzegorz

Volltext

DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK von Halaj, Grzegorz

Volltext

Optimization of consumption with partial observation–-Jensen inequality method von Hałaj, Grzegorz

Volltext

Density quantization method in the optimal portfolio choice with partial observation of stochastic volatility von Hałaj, Grzegorz

Volltext bestellen

The not-so-hidden risks of 'hidden-to-maturity' accounting: on depositor runs and bank resilience von Feinstein, Zachary, Halaj, Grzegorz, Sojmark, Andreas

Volltext bestellen