Completeness, interconnectedness and distribution of interbank exposures—a parameterized analysis of the stability of financial networks

DOI10.1080/14697688.2012.749421zbMath1402.91858OpenAlexW2195688922MaRDI QIDQ5245922

Angelika Sachs

Publication date: 16 April 2015

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2012.749421

zbMATH Keywords

contagioninterbank lendingfinancial stabilitydomino effects

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Credit risk (91G40) Matrices, determinants in number theory (11C20)

Related Items (5)

Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction ⋮ The impact of network inhomogeneities on contagion and system stability ⋮ Multiplex networks of the guarantee market: evidence from China ⋮ Contagion risk in endogenous financial networks ⋮ When does low interconnectivity cause systemic risk?

Cites Work

• A network analysis of the Italian overnight money market
• Network models and financial stability
• Systemic Risk in Financial Systems
• Risk Assessment for Banking Systems

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