“Quantification of systemic risk from overlapping portfolios in the financial system”

Stefan Thurner at the “Second Conference on network Models and Stress Testing for Financial Stability”, México City (Sept 26/27, 2017).

For the slides of the talk, that Stefan developed together with Sebastian Poledna and Serafín Martínez-Jamarillo, please click here.

The conference program can be seen here.