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1
A network approach to interbank contagion risk in South Africa
Mananga, Pierre Nkou
;
Lin, Shiqiang
;
Zhang, Hairui
-
2023
Persistent link: https://www.econbiz.de/10014337911
Saved in:
2
The framework of systemic risk related to contagion, recovery rate and
capital
requirement in an interbank network
Ren, Xuemin
;
Yuan, George
;
Jiang, Lishang
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010508121
Saved in:
3
Basel III
capital
surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes
Poledna, Sebastian
;
Bochmann, Olaf
;
Thurner, Stefan
- In:
Journal of economic dynamics & control
77
(
2017
),
pp. 230-246
Persistent link: https://www.econbiz.de/10011817470
Saved in:
4
Interbank contagion risk in China under an ABM approach for network formation
Lin, Shiqiang
;
Zhang, Hairui
- In:
European financial management : the journal of the …
29
(
2023
)
2
,
pp. 458-486
Persistent link: https://www.econbiz.de/10014258831
Saved in:
5
Interbank network and bank bailouts : insurance mechanism for non-insured creditors?
Eisert, Tim
;
Eufinger, Christian
-
2014
maximize the government subsidy per invested unit of
capital
. …
Persistent link: https://www.econbiz.de/10012061003
Saved in:
6
A dynamic contagion risk model with recovery features
Amini, Hamed
;
Minca, Andreea
;
Sulem, Agnès
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 1412-1442
Persistent link: https://www.econbiz.de/10013365316
Saved in:
7
Can banks default overnight? : modelling endogenous contagion on the O/N interbank market
Smaga, P.
;
Wiliński, M.
;
Ochnicki, P.
;
Arendarski, P.
; …
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1815-1829
Persistent link: https://www.econbiz.de/10012262180
Saved in:
8
Systemic risk analytics : a data-driven multi-agent financial network (MAFN) approach
Markose, Sheri M.
- In:
Journal of banking regulation
14
(
2013
)
3/4
,
pp. 285-305
Persistent link: https://www.econbiz.de/10010357111
Saved in:
9
Margin requirements and systemic liquidity risk
Bakoush, Mohamed
;
Gerding, Enrico H.
;
Wolfe, Simon
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 78-95
Persistent link: https://www.econbiz.de/10012127827
Saved in:
10
Leverage-induced systemic risk under Basle II and other credit risk policies
Poledna, Sebastian
;
Thurner, Stefan
;
Farmer, J. Doyne
; …
- In:
Journal of banking & finance
42
(
2014
),
pp. 199-212
Persistent link: https://www.econbiz.de/10010408397
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