2 problems

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Correlated-shock default-tail conjecture
Let $D_n$ be the total number of defaults, let $Z/B_n$ be the common shock per bank, let $c$ be the baseline parameter, and let $\widetilde D_n$ count the individual shocks equal t…
Conjectureopencorrelated-random-variables large-deviations systemic-riskarXiv posted 2 days ago
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Correlated-shock mean-field fixed-point conjecture
Correlated-shock fixed-point conjecture. As $n\to\infty$ ,
Conjectureopencorrelated-random-variables mean-field-models systemic-riskarXiv posted 2 days ago

Correlated-shock default-tail conjecture