Interconnected banks and systemically important exposures
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Recommendations
- Overlapping portfolios, contagion, and financial stability
- Network models and financial stability
- Completeness, interconnectedness and distribution of interbank exposures -- a parameterized analysis of the stability of financial networks
- Risk assessment for banking systems
- Financial networks and interconnectedness in an advanced emerging market economy
Cites work
- Assessing interbank contagion using simulated networks
- Forward-looking solvency contagion
- Leveraging the network: a stress-test framework based on debtrank
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- Network valuation in financial systems
- Systemic risk in financial systems
Cited in
(12)- Financial contagion in banking networks with community structure
- Overlapping portfolios, contagion, and financial stability
- Completeness, interconnectedness and distribution of interbank exposures -- a parameterized analysis of the stability of financial networks
- Contagion accounting in stress-testing
- Leveraging the network: a stress-test framework based on debtrank
- Values-based and global systemically important banks: their stability and the impact of regulatory changes after the financial crisis on it
- Multichannel contagion and systemic stabilisation strategies in interconnected financial markets
- How to measure interconnectedness between banks, insurers and financial conglomerates
- Financial networks and interconnectedness in an advanced emerging market economy
- Financial contagion: extending the exposures network of the Mexican financial system
- Interbank asset-liability networks with fire sale management
- A default system with overspilling contagion
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