3 papers
q-fin.RM2026
An Operator-Based Visual Analytics Pipeline for Synthetic Systemic Risk Dynamics
Ana Isabel Castillo Pereda
This work presents an operator-based visual analytics pipeline for exploring synthetic systemic risk dynamics in financial networks. The framework is formulated as a composition of…
q-fin.ST2026
Systemic Risk and Default Cascades in Global Equity Markets: A Network and Tail-Risk Approach Based on the Gai Kapadia Framework
Ana Isabel Castillo Pereda
This study extends the Gai-Kapadia framework, originally developed for interbank contagion, to assess systemic risk and default cascades in global equity markets. We analyze a 30 a…
q-fin.RM2025
Systemic Risk and Default Cascades in Global Equity Markets: Extending the Gai-Kapadia Framework with Stochastic Simulations and Network Analysis
Ana I. C. Pereda
This study pioneers the application of the Gai-Kapadia framework, originally developed for interbank contagion, to global equity markets. It offers a novel approach to assess syste…