Search Results for author: Nurtai Meimanjan

Found 1 papers, 0 papers with code

Computation of systemic risk measures: a mixed-integer programming approach

no code implementations20 Mar 2019 Çağın Ararat, Nurtai Meimanjan

Systemic risk is concerned with the instability of a financial system whose members are interdependent in the sense that the failure of a few institutions may trigger a chain of defaults throughout the system.

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