A moving-window bayesian network model for assessing systemic risk in financial markets

LSH Chan, AMY Chu, MKP So - PloS one, 2023 - journals.plos.org
Systemic risk refers to the uncertainty that arises due to the breakdown of a financial system.
The concept of “too connected to fail” suggests that network connectedness plays an …

Measure cross-sectoral structural similarities from financial networks

M Boersma, J Wolsink, S Sourabh, LA Hoogduin… - Scientific Reports, 2023 - nature.com
Auditing is a multi-billion dollar market, with auditors assessing the trustworthiness of
financial data, contributing to financial stability in a more interconnected and faster-changing …

[PDF][PDF] Analysis of financial contagion among economic sectors through dynamic bayesian networks

NC Fonseca, JVF Carvalho - Anais Do XLV Encontro Da ANPAD, 2021 - anpad.com.br
Crises severely impact various economies and may spread across regions or sectors in a
process called contagion. Understanding this process allows foreseeing crises' impacts and …

Analysis of financial contagion among economic sectors through Dynamic Bayesian Networks

NC Fonseca, JV de França Carvalho - Expert Systems with Applications, 2025 - Elsevier
Crises severely impact economies and may spread across regions or sectors in a process
called contagion. Understanding this process is crucial for anticipating crises' effects and …

[PDF][PDF] ACÁSSIO SILVA GUIMARÃES

JVDEF CARVALHO - anpec.org.br
The practice of Bancassurance, originated in France in the 1980s, is characterized by the
strategic partnership between banks and insurance companies for the commercialization of …

[PDF][PDF] E se o sistema falhar? Avaliação de risco sistêmico da prática bancassurance no Brasil

JV de França Carvalho - anpad.com.br
A prática de Bancassurance originada na França nos anos 1980, caracteriza-se pela
parceria estratégica entre bancos e seguradoras para a comercialização de produtos …

[PDF][PDF] JOÃO VINÍCIUS DE FRANÇA CARVALHO

AS GUIMARÃES - congressousp.fipecafi.org
A prática de Bancassurance originada na França nos anos 1980, caracteriza-se pela
parceria estratégica entre bancos e seguradoras para a comercialização de produtos …

[PDF][PDF] JOÃO VINÍCIUS DE FRANÇA CARVALHO

NC FONSECA - anpec.org.br
Crises impactam severamente economias diversas e podem alastrar-se entre regiões ou
setores, num processo denominado contágio. O entendimento desse processo permite …