No. 23-1-2, January 2016

Index

• An Active Asset Management Investment Process for Drawdown‐Averse Investors
• Assessing Systemic Importance With a Fuzzy Logic Inference System
• Computational Tools for Systemic Risk Identification and Assessment
• Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach
• Currents of Liquidity Flows Created by the Different Type of Payments: the Case of SPEI
• Effects of Price Regulations and Dark Pools on Financial Market Stability: An Investigation by Multiagent Simulations
• Enhancing Self‐Organizing Map Capabilities with Graph Clustering: An Application to Financial Markets
• Issue Information
• VaRSOM: A Tool to Monitor Markets' Stability Based on Value at Risk and Self‐Organizing Maps