2 papers
q-fin.RM2024
Price-mediated contagion with endogenous market liquidity
Zhiyu Cao, Zachary Feinstein
Price-mediated contagion occurs when a positive feedback loop develops following a drop in asset prices which forces banks and other financial institutions to sell their holdings.…
q-fin.RM2024
Large Language Model in Financial Regulatory Interpretation
Zhiyu Cao, Zachary Feinstein
This study explores the innovative use of Large Language Models (LLMs) as analytical tools for interpreting complex financial regulations. The primary objective is to design effect…