How much the largest worldwide companies, belonging to different sectors of the economy,
are suffering from the pandemic? Are economic relations among them changing? In this …

The diffusion of credit risk in a supply chain finance network can cause serious
consequences. Using the “1+ M+ N” complex network model with BA scale-free …

We present the main findings of an extensive quantitative analysis aimed at quantifying the
correlated risk and the effects, on the most important economic sectors, of the Covid-19 …

This paper develops the Jungle model in a credit portfolio framework. The Jungle model is
able to model credit contagion, produce doubly-peaked probability distributions for the total …

The chapter examines the characteristics of interaction-based models in economics and
demonstrates that these models can be an important part of the future research in …

This thesis investigates the role of textual data in the financial field. Textual data fall into the
more extensive category of alternative data. These types of data, such as reviews, blog post …

Climate change induces the probability of occurring natural disasters; eg floods, Sea Level
Rise, Green House Gases. Flood is considered one of the most dangerous phenomena that …

This paper presents a liquidity risk management model allows to assess the impact of stress
scenarios on a banking system within a top-down approach. The impact of stress scenarios …

The paper provides methodologically new approach to pricing CDS, predicated on the
banking network and the banks' balance sheets. The model is evolutionary and includes a …

We study the stability of the banking system after a mortgage shock when a discretionary
bailout policy is applied. Results suggest that the authority should be focused on preventing …