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Contagion and tail risk in complex financial networks

Abduraimova, Kumushoy - In: Journal of banking & finance 143 (2022), pp. 1-27

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Risk contagion and bank stability : the role of credit risk and liquidity risk

Ding, Lei; Zhuang, Yaming; Wang, Hu - In: The journal of risk model validation 16 (2022) 4, pp. 113-130

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Contagion risk within firm-bank bivariate networks

Tabak, Benjamin Miranda - 2013

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An axiomatic approach to systemic risk

Chen, Chen; Iyengar, Garud; Moallemi, Ciamac C. - In: Management science : journal of the Institute for … 59 (2013) 6, pp. 1373-1388

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Default cascades : when does risk diversification increase stability?

Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro - In: Journal of financial stability 8 (2012) 3, pp. 138-149

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Financial integration, specialization and systemic risk

Fecht, Falko (contributor); Grüner, Hans Peter (contributor) - 2008

This paper studies the implications of cross-border financial integration for financial stability when banks' loan portfolios adjust endogenously. Banks can be subject to sectoral and aggregate domestic shocks. After integration they can share these risks in a complete interbank market. When...

Persistent link: https://www.econbiz.de/10003794446

Contagion risk in financial networks

Babus, Ana - In: Financial development, integration and stability : …, (pp. 423-439). 2006

Persistent link: https://www.econbiz.de/10003428162

Mitigating contagion risk by investing in the safety of rivals

Azimian, Alireza; Kilgour, D. Marc; Noori, Hamid - In: European journal of operational research : EJOR 254 (2016) 3, pp. 935-945

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Optimal investment in credit derivatives portfolio under contagion risk

Bo, Lijun; Capponi, Agostino - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 785-834

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Fire sales forensics : measuring endogenous risk

Cont, Rama; Wagalath, Lakshithe - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 835-866

Persistent link: https://www.econbiz.de/10011583806