Have a look at my paper in PNAS in August on the topic.
BTW we'd be interested to hear from people who would like to work with us in this area, either as employees or academic collaborators.
Best wishes
Nicholas Beale
-----Original Message-----
From: A UK-based worldwide e-mail broadcast system mailing list [mailto:[log in to unmask]] On Behalf Of Rodrigo Briceņo
Sent: 30 September 2011 17:20
To: [log in to unmask]
Subject: systemic risk
Dear AllStat users. Do any of you have been involved in running simulations
of systemic risk? I'm looking for software, documentation and methodologies
regarding this topic, applied to financial sectors.
Regards.
--
Rodrigo Briceņo
Economist
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