Atlanta, GA 30332
Georgia Institute of Technology
in Total Papers Downloads
systemic risk, network flows, contagion, clearing
Basel3, bank planning, bank optimization
Basel III, Planning, Linear Programming, Capital Ratio, Leverage Ratio, LCR, NSFR
Systemic risk, network model, bank lending channel, credit crunch
clearing prices, electricity markets, energy market coupling, congestion management, day-ahead auctions, mixed-integer programming
Liquidity management, liquidity center location problem, facility location problem, real options
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: JORI.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Alternative risk transfer, cat bonds, industry loss warranties, pricing approaches, risk-neutral valuation
expected logarithmic utility, optimization, SQP, outer approximation, kelly criterion, geometric mean maximization, discrete decisions
This page was processed by aws-apollo-automator-dc in 0.297 seconds