Interconnected banks and systemically important exposures
DOI10.1016/J.JEDC.2021.104266zbMATH Open1478.91184OpenAlexW2991001784MaRDI QIDQ2054852FDOQ2054852
Authors: Alan Roncoroni, Stefano Battiston, Grzegorz Hałaj, Christoffer Kok, Marco D'errico 
Publication date: 3 December 2021
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://www.bankofcanada.ca/wp-content/uploads/2019/11/swp2019-44.pdf
Recommendations
- Overlapping portfolios, contagion, and financial stability
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- Completeness, interconnectedness and distribution of interbank exposures -- a parameterized analysis of the stability of financial networks
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systemic riskfinancial contagionfinancial stabilityfinancial networksbank stress testcross-border contagion
Cites Work
- Systemic risk in financial systems
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- Leveraging the network: a stress-test framework based on debtrank
- Network valuation in financial systems
- Assessing interbank contagion using simulated networks
- Forward-looking solvency contagion
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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