11 to 12 of 12 Results
Dec 7, 2023
In this project we are interested in understanding the systemic risk that arises from the fact that the technology facilitates the interoperability across the protocols, meaning that there are underlying connections and subsequent effects across different protocols. We map the in... |
May 15, 2024
This paper addresses the inherent procyclicality in widely adopted financial risk measures, such as expected shortfall (ES). We propose an innovative approach utilizing the worst-case higher moment (HM) risk measure, which offers a robust solution to distributional shifts by inco... |