Rollover risk, network structure and systemic financial crises
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Publication:310940
DOI10.1016/j.jedc.2012.03.005zbMath1345.91087OpenAlexW2091706945MaRDI QIDQ310940
Kartik Anand, Matteo Marsili, Prasanna Gai
Publication date: 28 September 2016
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2011-052.pdf
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Systemic credit freezes in financial lending networks ⋮ Reconstruction methods for networks: the case of economic and financial systems ⋮ Mathematical modeling and optimal control of the impact of rumors on the banking crisis ⋮ Inhomogeneous Financial Networks and Contagious Links ⋮ Effective network inference through multivariate information transfer estimation ⋮ Sovereign risk, bank funding and investors' pessimism ⋮ On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management ⋮ The price of complexity in financial networks ⋮ Rollover risk and endogenous network dynamics ⋮ A regulation model for the solvency of banking system: based on the pinning control theory of complex network ⋮ Precautionary replenishment in financially-constrained inventory systems subject to credit rollover risk and supply disruption ⋮ Filling in the blanks: network structure and interbank contagion ⋮ Quantifying preferential trading in the e-MID interbank market ⋮ Contagion in networks: stability and efficiency ⋮ Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading ⋮ The impacts of interest rates on banks' loan portfolio risk-taking
Cites Work
- Credit contagion and aggregate losses
- Stochastic methods. A handbook for the natural and social sciences
- Network models and financial stability
- Equilibrium selection in global games with strategic complementarities.
- Fear of Fire Sales, Illiquidity Seeking, and Credit Freezes *
- Economic Networks: The New Challenges
- Contagion in financial networks
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