21 to 30 of 494 Results
May 15, 2024 -
Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality
R Syntax - 5.3 KB - MD5: 68d75a6c2e79fa5a866fbf10985d1c74
Replication code Expected Shortfall |
May 15, 2024 -
Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality
R Syntax - 5.4 KB - MD5: c68c863763b5dec22257bd9c3a53b06f
Replication code Expected Shortfall with regulatory countercyclical Buffer type add-On. |
May 15, 2024 -
Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality
R Syntax - 5.8 KB - MD5: 9c7e4892f2ac2411329ffaee0a245e58
Replication code Expected Shortfall with regulatory countercyclical Floor type add-On. |
May 15, 2024 -
Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality
R Syntax - 7.3 KB - MD5: 5603f85ea73b1a5873da7b2188277ea7
Replication code Expected Shortfall with regulatory countercyclical Stress type add-On. |
May 15, 2024 -
Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality
R Syntax - 7.8 KB - MD5: dd4fc33b3a7a65c13f8c398ff3a9b7c3
Replication code to estimate worst case higher order risk measures with uncertainty. |
May 15, 2024 -
Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality
MS Word - 111.7 KB - MD5: 05d5d1525e9da78e3e786643b2833625
Plan de Gestion de Datos |
Mar 12, 2024 - Systemic risk in decentralized lending
Castro Iragorri, Carlos, 2024, "Plan de Gestión de Datos", https://doi.org/10.34848/FIHD8K, Universidad del Rosario, V2
Plan de Gestión de Datos |
Mar 12, 2024 -
Plan de Gestión de Datos
Adobe PDF - 302.6 KB - MD5: 0d5c2c682a550d8aac0276f02703aff8
|
Dec 7, 2023 - Systemic risk in decentralized lending
Castro Iragorri, Carlos; Saengchote, Kanis, 2023, "Replication Data for: Network Topology in Decentralized Finance", https://doi.org/10.34848/6LQXAQ, Universidad del Rosario, V1
We map the interconnections among decentralized finance protocols using transactions among contracts and addresses in the Ethereum network. Explore multiplex network properties and quantify the financial exposure of the most critical nodes. |
Unknown - 11.1 MB - MD5: 8e95ae7b69a15faa54acd2637ac05be4
Information on transactions among identified addresses. |