RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS

DOI10.1111/mafi.12051zbMath1348.91297arXiv1112.5687OpenAlexW3126101873MaRDI QIDQ2799998

Rama Cont, Andreea Minca, Hamed Amini

Publication date: 14 April 2016

Published in: Mathematical Finance, International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.5687

zbMATH Keywords

random graphsdefault risksystemic riskfinancial stabilitystress testdefault contagionmacroprudential regulationinterbank networkmacro-prudential regulation

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Stochastic network models in operations research (90B15) Financial applications of other theories (91G80) Credit risk (91G40)

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