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Systemic risk of the global banking system - an agent-based network model approach

Klenger, Tomáš; Teplý, Petr - In: Prague economic papers : a bimonthly journal of … 23 (2014) 1, pp. 24-41

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Systemic risk in interbank markets

Georg, Pierre Georg - 2011

Das Ziel der vorliegenden Dissertation ist es, ein besseres Verständnis von systemischen Risiken auf Interbankenmärkten zu entwickeln. Die Bedeutung systemischer Risiken für die Stabilität des gesamten Finanzsystems ist durch die internationale Finanzkrise der Jahre 2007/2008 deutlich...

Persistent link: https://www.econbiz.de/10009529886

The network structure and systemic risk in the Japanese interbank market

Kanno, Masayasu - In: Japan and the world economy : international journal of … 36 (2015), pp. 102-112

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The systemic risk of cross-border banking : evidence from the sudden stop and interbank stress contagion in East Asia

Le, Chau; Dickinson, David G. - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 237-254

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"Closing the gaps : moving forward on tail risks in central clearing" : a central bank of issue perspective

Löber, Klaus; Freund, Corinna - In: The journal of financial market infrastructures 10 (2021) 2, pp. 65-73

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Measuring systemic risk across financial market infrastructures

Li, Fuchun; Perez-Saiz, Hector - In: Journal of financial stability 34 (2018), pp. 1-11

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Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities

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Realized random graphs, with an application to the interbank network

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OTC clearing arrangements for bank systemic risk regulation : a simulation approach

Lewandowska, Olga - In: Journal of money, credit and banking : JMCB 47 (2015) 6, pp. 1177-1203

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