We apply an artificial intelligence approach to simulate the impact of financial market
regulations on systemic risk—a topic vigorously discussed since the financial crash of 2007 …

The paper uses a graph model to examine the effects of financial market regulations on
systemic risk. Focusing on central clearing, we model the financial system as a multigraph of …

We analyze the institutional determinants of US financial market regulation with a general
model of the policy-making process in which legislators delegate authority to regulate …

The estimation of dynamic initial margin (DIM) is a challenging problem. We describe an
accurate new approach using Johnson-type distributions, which are fitted to conditional …

Debt is common in daily transactions, but it may bring great harm to individuals, enterprises,
and society and even lead to a debt crisis. This paper proposes a weighted directed multi …

In this chapter, we simulate and analyze the impact of financial regulations concerning the
collateralization of derivative trades on systemic risk—a topic that has been vigorously …

Debt is common in daily transactions, but it may bring great harm to individuals, enterprises,
and society and even lead to a debt crisis. This paper proposes a weighted directed multi …

The G20's push towards central clearing changed the shape of the world's financial system:
all standardized derivative contracts must now be cleared through central counterparties …

The left side of the equation represents the expectation at time t, as implied by the market
(m), of the price, pj, of the jth asset, conditional on the information set, jm, available to the …

The 2007 to 2009 financial crisis was the perfect storm of failures: Wall Street, regulators,
hedge funds, all played a part. Governments responded by introducing a number of new …