Thilo Meyer-Brandis

Risk-consistent conditional systemic risk measures

Gregor Svindland, Hannes Hoffmann, Thilo Meyer-Brandis, 2016, 1609.07897.

Financial Contagion in a Generalized Stochastic Block Model

Konstantinos Panagiotou, Daniel Ritter, Thilo Meyer-Brandis, 2018, 1803.08169.

Systemic Risk in Networks

Konstantinos Panagiotou, Daniel Ritter, Thilo Meyer-Brandis, 2019 .

On fairness of systemic risk measures

Jean-Pierre Fouque, Marco Frittelli, Francesca Biagini, 2018 .

Suffocating Fire Sales

Konstantinos Panagiotou, Daniel Ritter, Thilo Meyer-Brandis, 2020, SIAM J. Financial Math..

Systemic optimal risk transfer equilibrium

Jean-Pierre Fouque, Marco Frittelli, Francesca Biagini, 2019, Mathematics and Financial Economics.

Managing Default Contagion in Inhomogeneous Financial Networks

Konstantinos Panagiotou, Daniel Ritter, Thilo Meyer-Brandis, 2016, SIAM J. Financial Math..