Financial contagion: extending the exposures network of the Mexican financial system

DOI10.1007/s10287-013-0167-5zbMath1282.91401OpenAlexW2027633377MaRDI QIDQ2438066

Serafin Martinez-Jaramillo, Juan Pablo Solorzano-Margain, Fabrizio Lopez-Gallo

Publication date: 10 March 2014

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-013-0167-5

zbMATH Keywords

interbank marketsystemic riskfinancial contagioninterfinancial exposuresmacroeconomic stress testing

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Deterministic network models in operations research (90B10) Macroeconomic theory (monetary models, models of taxation) (91B64) Actuarial science and mathematical finance (91G99)

Related Items (3)

Elimination of systemic risk in financial networks by means of a systemic risk transaction tax ⋮ Systemic losses due to counterparty risk in a stylized banking system ⋮ Complex network construction of Internet finance risk

Cites Work

• A network analysis of the Italian overnight money market
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