Liability concentration and systemic losses in financial networks
Year of publication: |
September October 2016
|
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Authors: | Capponi, Agostino ; Chen, Peng-Chu ; Yao, David D. |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 64.2016, 5, p. 1121-1134
|
Subject: | majorization | systemic risk | liability concentration | financial networks | financial contagion | Ansteckungseffekt | Contagion effect | Systemrisiko | Systemic risk | Finanzkrise | Financial crisis | Unternehmensnetzwerk | Business network | Finanzsektor | Financial sector | Unternehmenskonzentration | Market concentration | Haftung | Liability | Bankenkrise | Banking crisis | Finanzsystem | Financial system | Bank |
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