Systemic risk in banking networks: advantages of ``tiered banking systems

DOI10.1016/J.JEDC.2014.08.007MaRDI QIDQ1991920zbMATH OpenOpenAlexFDO

Authors Mariya Teteryatnikova

Publication date 2 November 2018

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2014.08.007

zbMATH Keywords

defaultrandom networkbanking crisiscontagiondisassortative networkscale-free distribution

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50) Financial applications of other theories (91G80)

Recommendations

• Network models and financial stability
• Risk assessment for banking systems
• Network entropy and systemic risk in dynamic banking systems
• Systemic risk in interbanking networks
• Systemic risk through contagion in a core-periphery structured banking network

Cites work

• scientific article; zbMATH DE number 5070369 (Why is no real title available?)
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• Risk assessment for banking systems
• Selection, Growth, and the Size Distribution of Firms
• Social and economic networks.
• The distribution of wealth and fiscal policy in economies with finitely lived agents
• Zipf's Law for Cities: An Explanation
• \textit{Post-mortem} examination of the international financial network

Cited in

(10)

• Strategic default in financial networks
• Evaluating systemic risk using bank default probabilities in financial networks
• Network entropy and systemic risk in dynamic banking systems
• Robustness of directed higher-order networks
• Can bank-specific variables predict contagion effects?
• FINANCIAL CONTAGION IN LARGE, INHOMOGENEOUS STOCHASTIC INTERBANK NETWORKS
• Network models and financial stability
• Modeling the two-power-law degree distribution of banking networks
• The impact of network inhomogeneities on contagion and system stability
• Reducing systemic risk in a multi-layer network using reinforcement learning

Describes a project that uses

Uses Software

• plfit

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