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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

Systemic risk and idiosyncratic networks among global systemically important banks

Cui, Xue; Yang, Lu - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 58-75

Persistent link: https://www.econbiz.de/10014468986

Financial networks and systemic risk vulnerabilities : a tale of Indian banks

Ahmad, Wasim; Tiwari, Shiv Ratan; Wadhwani, Akshay; … - In: Research in international business and finance 65 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014434078

Macroprudential capital buffers in heterogeneous banking networks : insights from an ABM with liquidity crises

Gurgone, Andrea; Iori, Giulia - In: The European journal of finance 28 (2022) 13/15, pp. 1399-1445

Persistent link: https://www.econbiz.de/10013532227

Systemic risk in financial networks

Battiston, Stefano; Caldarelli, Guido - In: Journal of financial management, markets and institutions 1 (2013) 2, pp. 129-154

Persistent link: https://www.econbiz.de/10011949568

Systemic risk, contagion, and financial networks : a survey

Chinazzi, Matteo; Fagiolo, Giorgio - 2013

The recent crisis has highlighted the crucial role that existing linkages among banks and financial institutions plays in channeling and amplifying shocks hitting the system. The structure and evolution of such web of linkages can be fruitfully characterized using concepts borrowed from the...

Persistent link: https://www.econbiz.de/10009725523