4 citations · 5 across the 4 of their papers we have counts for
6 papers
Suffocating Fire Sales
Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou +1
Fire sales are among the major drivers of market instability in modern financial systems. Due to iterated distressed selling and the associated price impact, initial shocks to some…
Mathematical Modeling of Systemic Risk in Financial Networks: Managing Default Contagion and Fire Sales
Daniel Ritter
As impressively shown by the financial crisis in 2007/08, contagion effects in financial networks harbor a great threat for the stability of the entire system. Without sufficient c…
Financial Contagion in a Generalized Stochastic Block Model
Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou +1
One of the most defining features of the global financial network is its inherent complex and intertwined structure. From the perspective of systemic risk it is important to unders…
Managing Default Contagion in Inhomogeneous Financial Networks
Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou +1
The aim of this paper is to quantify and manage systemic risk caused by default contagion in the interbank market. We model the market as a random directed network, where the verti…
Thermal Noise at Quasi-equilibrium
D. Ritter
An expression that relates thermal current fluctuations in two terminal networks at quasi-equilibrium to their current voltage characteristics is presented. It is based upon the ob…
An Alternative Definition of the Equivalent Noise Temperature of Two Terminal Networks
Dan Ritter
A hypothetical test resistor is connected in parallel to a two terminal network. The temperature of the test resistor is tuned, until there is no net flow of noise energy between t…