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Defuse the bomb : rewiring interbank networks
Chinazzi, Matteo; Pegoraro, Stefano; Fagiolo, Giorgio - 2015
In this paper we contribute to the debate on macro-prudential regulation by assessing which structure of the financial system is more resilient to exogenous shocks, and which conditions, in terms of balance sheet compositions, capital requirements and asset prices, guarantee the higher degree of...
Persistent link: https://www.econbiz.de/10010530664
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Shock propagation in the banking system with real economy feedback
Borsos, Andras; Mero, Bence - 2020
economy. Our framework incorporates the interactions between the network of banks (exhibiting contagion mechanisms among them …) and the network of firms (transmitting shocks to each other along the supply chain) which systems are linked together via …
Persistent link: https://www.econbiz.de/10012319121
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Concentrated Commonalities and Systemic Risk in China’s Banking System : A Contagion Network Approach
Shi, Qing; Sun, Xiaoqi; Jiang, Yile - 2022
, we construct a bipartite financial network and design novel indicators to analyze the systemic risk of China’s banking … the most significant source of systemic vulnerability in China; (3) the derived contagion network shows the property of …
Persistent link: https://www.econbiz.de/10013321482
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Harmonic distances and systemic stability in heterogeneous interbank networks
Fukker, Gábor - 2017
important institutions and its time variation is also presented in an interbank network. I also test for the scale-free property … of the Hungarian interbank lending network and besides, network measures as systemic risk indicators are analyzed on …
Persistent link: https://www.econbiz.de/10011579475
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Financial networks as a source of systemic instability
Zieliński, Tomasz - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 3, pp. 59-68
should be nowadays replaced with a network-oriented view. Closer insight into the concept of systemic risk can refer to the … have disastrous effects and cause extreme damage as the number of network nodes goes to infinity. Strongly interconnected …
Persistent link: https://www.econbiz.de/10011616783
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Resilience to contagion in financial networks
Amini, Hamed; Cont, Rama; Minca, Andreea - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 329-365
Persistent link: https://www.econbiz.de/10011577151
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Systemic Risk and Stability in Financial Networks
Acemoglu, Daron - 2013
We provide a framework for studying the relationship between the financial network architecture and the likelihood of … socially inefficient due to the presence of a network externality: even though banks take the effects of their lending, risk … rest of the network …
Persistent link: https://www.econbiz.de/10013087354
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Systemic Risk and Stability in Financial Networks
Acemoglu, Daron - 2015
We provide a framework for studying the relationship between the financial network architecture and the likelihood of … socially inefficient due to the presence of a network externality: even though banks take the effects of their lending, risk … rest of the network …
Persistent link: https://www.econbiz.de/10013036047
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Liability concentration and systemic losses in financial networks
Capponi, Agostino; Chen, Peng-Chu; Yao, David D. - In: Operations research 64 (2016) 5, pp. 1121-1134
Persistent link: https://www.econbiz.de/10011594666
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Financial Networks and Contagion
Elliott, Matthew - 2018
We model contagions and cascades of failures among organizations linked through a network of financial … interdependencies. We identify how the network propagates discontinuous changes in asset values triggered by failures (e … diversification connect the network which permits cascades to propagate further, but eventually, more diversification makes contagion …
Persistent link: https://www.econbiz.de/10012938638