All Outputs (2)

Exogenous and endogenous crashes as phase transitions in complex financial systems (2012)
Journal Article
Fry, J. (2012). Exogenous and endogenous crashes as phase transitions in complex financial systems. European Physical Journal B : Condensed Matter and Complex Systems, 85, Article 405. https://doi.org/10.1140/epjb/e2012-30234-8

In this paper we provide a unifying framework for a set of seemingly disparate models for exogenous and endogenous shocks in complex financial systems. Markets operate by balancing intrinsic levels of risk and return. This remains true even in the mi... Read More about Exogenous and endogenous crashes as phase transitions in complex financial systems.

Risk management and Basel-Accord-implementation in Pakistan (2012)
Journal Article
Masood, O., & Fry, J. (2012). Risk management and Basel-Accord-implementation in Pakistan. Journal of financial regulation and compliance, 20(3), 293-306. https://doi.org/10.1108/13581981211237981

Purpose
Recent events demonstrate that problems in the banking system pose a significant threat to the health of the global economy. Despite several shortcomings the Basel Accord thus emerges as an attempt to protect banking systems. The purpose of... Read More about Risk management and Basel-Accord-implementation in Pakistan.