Artículo de investigación: Preface to the special issue on systemic risk: models and mechanisms
Autor: Rama Cont, Darrell Duffie, Paul Glasserman, Chris Rogers y Fernando Vega-Redondo
Título: Preface to the special issue on systemic risk: models and mechanisms
Fuente: Operations Research
Resumen: The financial crisis (2007-2009) has underlined the importance of financial stability and systemic risk in the financial sector, and has made the monitoring and regulation of systemic risk a major concern for regulators, governments, financial institutions and society as a whole. Insights from the crisis include the importance of interconnectedness among financial institutions and markets, the insufficiency of monitoring the stability of only individual financial institutions, and the necessity of adopting a system-wide of financial stability and financial risk. Given the complexity and importance of these issues, insights gained from research can be very helpful in guiding policy. Many researchers have attempted to tackle the challenge of understanding the mechanisms underlying systemic risk.
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Cómo citar este artículo:
Cont, R., D. Duffie, P. Glasserman, C. Rogers y F. Vega-Redondo (2016): "Preface to the Special Issue on Systemic Risk: Models and Mechanisms", Operations Research, 64(5), octubre, pp. 1053-1055.