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

DOI10.1016/J.JEDC.2014.08.007zbMATH Open1402.91966OpenAlexW2130729008MaRDI QIDQ1991920FDOQ1991920

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

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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)

Cites Work

• Power-Law Distributions in Empirical Data
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• Risk Assessment for Banking Systems
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• Contagion
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• A simple model of global cascades on random networks
• A model of financial fragility
• \textit{Post-mortem} examination of the international financial network

Cited In (8)

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

Uses Software

• plfit

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