How is systemic risk amplified by three typical financial networks

DOI10.1007/s40305-021-00389-yOpenAlexW4210714922MaRDI QIDQ2676166

Xiao-Chuan Pang, Jiali Ma, Shu-Shang Zhu

Publication date: 27 September 2022

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40305-021-00389-y

zbMATH Keywords

contagionsystemic riskinter-liabilityportfolio overlappingshare cross-holding

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

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• Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
• Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue
• Distress and default contagion in financial networks

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