On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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← all fields·2 papers on “stress testing” in Quant Finance · 1 week

Cloud failure and cyber insurance: calibration of stress scenarios and diversificationq-fin.RM

Paper models cloud outages for cyber insurance stress-testing.

problem Cyber insurance portfolios' vulnerability to simultaneous cloud outages.

method Modeling and calibrating cloud-outage scenarios, measuring diversification.

result Cloud-outage diversification can protect against accumulation risk.

cyber insurance stress testing cloud outages diversification EIOPA

2026-07-21abs ↗pdf ↗

Determining Insolvency Regions in Banks: A Stochastic Dynamic Approach Integrating Liquidity and Credit Riskq-fin.RM

Model predicts insolvency risks in banks due to liquidity and credit risks.

problem Determining insolvency regions in banks due to non-linear interaction between liquidity and credit risks.

method Developed a continuous-time structural dynamic model integrating Basel III requirements into a stochastic optimal control framework. Used Hamilton-Jacobi-Bellman (HJB) equation to solve for insolvency boundary. Derived surrogate analytical approximation for real-time monitoring.

result Calibrated model reveals significant non-linear threshold effects and accelerates insolvency transition.

bank insolvency stochastic dynamic model liquidity risk credit risk surrogate function

2026-07-19abs ↗pdf ↗