Reports
Modelling climate transition risk: A network approach + Interactive Tool (CFA Institute: Pang and Shrimali, 2024)
Preprints
Collateralised networks with two interacting channels of fire sales (Pang and Veraart, 2025)
Financial network valuation under climate transition risk (Pang and Shrimali, 2024)
Fire sales and policy interventions in financial networks (PhD Thesis, 2023)
Trans-National Equitable Strategies of Vaccine Distribution during the COVID-19 Pandemic (Pang et al., 2021)
Publications
Ring-fencing in financial networks (Bank of England Staff Working Papers: Bardoscia and Pang, 2023)
Assessing and Mitigating Fire Sales Risk Under Partial Information (Journal of Banking and Finance: Pang and Veraart, 2023)
An analysis of network filtering methods to sovereign bond yields during COVID-19 (Physica A Statistical Mechanics and its Applications, Pang et al., 2021)
Other
Comment Letter to IOSCO AI in Capital Markets (CFA Institute, 2025)