1 to 3 of 3 Results
Jun 3, 2024 - 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, V2
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. |
May 15, 2024 - Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality
Castro Iragorri, Carlos; Fabio Gómez; Nancy Quiceno, 2024, "Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality", https://doi.org/10.34848/IL9XHN, Universidad del Rosario, V1
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... |
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 |