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Systemic risk in banking networks : advantages of "tiered" banking systems

Teteryatnikova, Mariya - In: Journal of economic dynamics & control 47 (2014), pp. 186-210

Persistent link: https://www.econbiz.de/10010485863

Topological properties of reconstructed credit networks and banking systemic risk

Wang, Chao; Liu, Xiaoxing; Chen, Boyi; Li, Menyu - In: The North American journal of economics and finance : a … 66 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014483644

Network Structure and Systemic Risk in Banking Systems

Cont, Rama - 2012

We present a quantitative methodology for analyzing the potential for contagion and systemic risk in a network of interlinked financial institutions, using a metric for the systemic importance of institutions: the Contagion Index. We apply this methodology to a data set of mutual exposures and...

Persistent link: https://www.econbiz.de/10013115370

Harmonic distances, centralities and systemic stability in heterogeneous interbank networks

Fukker, Gábor - In: The journal of network theory in finance 4 (2018) 4, pp. 1-41

Persistent link: https://www.econbiz.de/10012005465

A review of systemic risk definition in financial systems : a special focus on network analysis

Dastkhan, Hossein - In: International journal of markets and business systems 5 (2024) 1, pp. 43-58

Persistent link: https://www.econbiz.de/10015065995

Systemic risk in an interconnected banking system with endogenous asset markets

Bluhm, Marcel; Krahnen, Jan Pieter - 2014

We analyze the emergence of systemic risk in a network model of interconnected bank balance sheets. The model … bank's individual contribution to systemic risk diverges from the optimal macroprudential capitalization of the banks from …

Persistent link: https://www.econbiz.de/10010339532