Identifying systemically important financial institutions: a network approach

DOI10.1007/s10287-018-0327-8OpenAlexW2808983530MaRDI QIDQ1722754

Pablo Rovira Kaltwasser, Alessandro Spelta

Publication date: 18 February 2019

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

Full work available at URL: https://doi.org/10.1007/s10287-018-0327-8

zbMATH Keywords

complex networksinterbank marketsystemic risk

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Related Items (1)

Do banks change their liquidity ratios based on network characteristics?

Uses Software

• plfit

Cites Work

• A note on two problems in connexion with graphs
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• Contact network epidemiology: Bond percolation applied to infectious disease prediction and control
• Contagion in financial networks
• Power-Law Distributions in Empirical Data
• Network topology of the interbank market
• Deeper Inside PageRank
• Networks

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