Systemic risk shifting in financial networks

DOI10.1016/J.JET.2020.105157MaRDI QIDQ1995303zbMATH OpenOpenAlexFDO

Authors Matthew Elliott, Co-Pierre Georg, Jonathon Hazell

Publication date 23 February 2021

Published in Journal of Economic Theory (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.jet.2020.105157

zbMATH Keywords

asset correlationcontagionfinancial networks

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

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Cites work

• Systemic risk in financial systems

Cited in

(12)

• Financial network connectedness and systemic risk during the COVID-19 pandemic
• Impact of contingent payments on systemic risk in financial networks
• Systemic risk in multiplex networks with asymmetric coupling and threshold feedback
• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• Financial Network Systemic Risk Contributions
• Dynamics of international financial networks with risk management
• Risk trading, network topology and banking regulation
• Pricing of debt and equity in a financial network with comonotonic endowments
• Connectivity, centralisation and `robustness-yet-fragility' of interbank networks
• Capability accumulation and conglomeratization in the information age
• Diversification-constrained bipartite network null model with maximum entropy and its numerical solution
• Systemic risk in a unifying framework for cascading processes on networks

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