Fast Monitoring of Systemic Risk in Financial Networks with Credit Default Swaps

Jinyun Tong; Stavros D. Ioannidis; Sriram Bharadwaj Rangarajan; Bart De Keijzer; Carmine Ventre

doi:10.1145/3768292.3770401

Fast Monitoring of Systemic Risk in Financial Networks with Credit Default Swaps

Jinyun Tong
, Stavros D. Ioannidis
, Sriram Bharadwaj Rangarajan
, Bart De Keijzer
, Carmine Ventre

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Original language	English
Title of host publication	ICAIF 2025 - 6th ACM International Conference on AI in Finance
Publisher	Association for Computing Machinery, Inc
Pages	614-622
Number of pages	9
ISBN (Electronic)	9798400722202
DOIs	https://doi.org/10.1145/3768292.3770401
Publication status	Published - 14 Nov 2025
Event	6th ACM International Conference on AI in Finance, ICAIF 2025 - Singapore, Singapore Duration: 15 Nov 2025 → 18 Nov 2025

Publication series

Name	ICAIF 2025 - 6th ACM International Conference on AI in Finance

Conference

Conference	6th ACM International Conference on AI in Finance, ICAIF 2025
Country/Territory	Singapore
City	Singapore
Period	15/11/25 → 18/11/25

Keywords

CNN
Credit Default Swap
Default Ambiguity
Financial Networks
Linear Programming
Systemic Risk

Access to Document

10.1145/3768292.3770401Licence: CC BY

Cite this

Tong, J., Ioannidis, S. D., Rangarajan, S. B., De Keijzer, B., & Ventre, C. (2025). Fast Monitoring of Systemic Risk in Financial Networks with Credit Default Swaps. In ICAIF 2025 - 6th ACM International Conference on AI in Finance (pp. 614-622). (ICAIF 2025 - 6th ACM International Conference on AI in Finance). Association for Computing Machinery, Inc. https://doi.org/10.1145/3768292.3770401

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title = "Fast Monitoring of Systemic Risk in Financial Networks with Credit Default Swaps",

keywords = "CNN, Credit Default Swap, Default Ambiguity, Financial Networks, Linear Programming, Systemic Risk",

author = "Jinyun Tong and Ioannidis, \{Stavros D.\} and Rangarajan, \{Sriram Bharadwaj\} and \{De Keijzer\}, Bart and Carmine Ventre",

note = "Publisher Copyright: {\textcopyright} 2025 Copyright held by the owner/author(s).; 6th ACM International Conference on AI in Finance, ICAIF 2025 ; Conference date: 15-11-2025 Through 18-11-2025",

year = "2025",

month = nov,

day = "14",

doi = "10.1145/3768292.3770401",

language = "English",

series = "ICAIF 2025 - 6th ACM International Conference on AI in Finance",

publisher = "Association for Computing Machinery, Inc",

pages = "614--622",

booktitle = "ICAIF 2025 - 6th ACM International Conference on AI in Finance",

}

Tong, J, Ioannidis, SD, Rangarajan, SB, De Keijzer, B & Ventre, C 2025, Fast Monitoring of Systemic Risk in Financial Networks with Credit Default Swaps. in ICAIF 2025 - 6th ACM International Conference on AI in Finance. ICAIF 2025 - 6th ACM International Conference on AI in Finance, Association for Computing Machinery, Inc, pp. 614-622, 6th ACM International Conference on AI in Finance, ICAIF 2025, Singapore, Singapore, 15/11/25. https://doi.org/10.1145/3768292.3770401

Fast Monitoring of Systemic Risk in Financial Networks with Credit Default Swaps. / Tong, Jinyun; Ioannidis, Stavros D.; Rangarajan, Sriram Bharadwaj et al.
ICAIF 2025 - 6th ACM International Conference on AI in Finance. Association for Computing Machinery, Inc, 2025. p. 614-622 (ICAIF 2025 - 6th ACM International Conference on AI in Finance).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

TY - GEN

T1 - Fast Monitoring of Systemic Risk in Financial Networks with Credit Default Swaps

AU - Tong, Jinyun

AU - Ioannidis, Stavros D.

AU - Rangarajan, Sriram Bharadwaj

AU - De Keijzer, Bart

AU - Ventre, Carmine

PY - 2025/11/14

Y1 - 2025/11/14

KW - CNN

KW - Credit Default Swap

KW - Default Ambiguity

KW - Financial Networks

KW - Linear Programming

KW - Systemic Risk

UR - https://www.scopus.com/pages/publications/105023075244

U2 - 10.1145/3768292.3770401

DO - 10.1145/3768292.3770401

M3 - Conference contribution

AN - SCOPUS:105023075244

T3 - ICAIF 2025 - 6th ACM International Conference on AI in Finance

SP - 614

EP - 622

BT - ICAIF 2025 - 6th ACM International Conference on AI in Finance

PB - Association for Computing Machinery, Inc

T2 - 6th ACM International Conference on AI in Finance, ICAIF 2025

Y2 - 15 November 2025 through 18 November 2025

ER -

Fast Monitoring of Systemic Risk in Financial Networks with Credit Default Swaps

Publication series

Conference

Keywords

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NAfANE: New Approaches for Approximate Nash Equilibria

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Fast Monitoring of Systemic Risk in Financial Networks with Credit Default Swaps

Publication series

Conference

Keywords

Access to Document

Other files and links

Projects

NAfANE: New Approaches for Approximate Nash Equilibria

Cite this