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

DOI10.1016/j.jedc.2014.08.007zbMath1402.91966OpenAlexW2130729008MaRDI QIDQ1991920

Mariya Teteryatnikova

Publication date: 2 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2014.08.007

zbMATH Keywords

defaultcontagionbanking crisisrandom networkdisassortative networkscale-free distribution

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (6)

Can bank-specific variables predict contagion effects? ⋮ Evaluating systemic risk using bank default probabilities in financial networks ⋮ The impact of network inhomogeneities on contagion and system stability ⋮ Reducing systemic risk in a multi-layer network using reinforcement learning ⋮ Strategic default in financial networks ⋮ FINANCIAL CONTAGION IN LARGE, INHOMOGENEOUS STOCHASTIC INTERBANK NETWORKS

Uses Software

• plfit

Cites Work

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