Browsing Actuarial Science by Subject "Systemic risk"

Browsing Actuarial Science by Subject "Systemic risk"

Sort by: Order: Results:

  • A computable general equilibrium model for banking sector risk assessment in South Africa 
    Beyers, Conrad F.J.; De Freitas, Allan; Essel-Mensah, Kojo Amonkwandoh; Seymore, Reyno; Tsomocos, Dimitrios P. (Springer, 2020-06)
    In this article a banking sector Computable general equilibrium (CGE) model for South Africa is developed. The model is used to estimate the potential effect of regulatory policy on the economy and as a risk assessment ...
  • Financial contagion in large, inhomogeneous stochastic interbank networks 
    Walters, Nadine; Van Zyl, A.J. (Gusti); Beyers, Frederik Johannes Conradie (World Scientific Publishing, 2019-03)
    We consider the fraction of nodes that default in large, stochastic, inhomogeneous financial networks following an initial shock to the system. Results for deterministic sequences of networks are generalized to stochastic ...