Systemic risk mitigation in financial networks

DOI10.1016/j.jedc.2015.06.008zbMath1401.91545OpenAlexW3125316496MaRDI QIDQ1657505

Agostino Capponi, Peng-Chu Chen

Publication date: 13 August 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.2015.06.008

zbMATH Keywords

systemic riskfinancial networksdefault contagionlender of last resortmitigation policies

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Credit risk (91G40)

Related Items (21)

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Cites Work

• Unnamed Item
• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• Systemic Risk in Financial Systems
• Contagion in financial networks
• Estimating Nonnegative Matrices from Marginal Data

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