Financial contagion in banking networks with community structure

DOI10.1016/J.CNSNS.2022.106924MaRDI QIDQ2108669zbMATH OpenOpenAlexFDO

Authors Gabriele Torri, Rosella Giacometti

Publication date 20 December 2022

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cnsns.2022.106924

zbMATH Keywords

community structurefinancial contagionliquidity shocksnetworks

Mathematics Subject Classification ID

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

Recommendations

• Network models and financial stability
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Cites work

• An optimization model for minimizing systemic risk
• Collective dynamics of `small-world' networks
• Community structure in social and biological networks
• Contagion! Systemic risk in financial networks
• Credit risk and contagion via self-exciting default intensity
• Networks. An introduction.
• Robust and sparse banking network estimation
• Systemic risk in financial systems

Cited in

(5)

• Financial contagion in interbank networks: the case of Erdős-Rényi network model
• A flow network analysis of direct balance-sheet contagion in financial networks
• Contagion in financial networks
• Functional Inequalities and Analysis of Contagion in the Financial Networks
• Default clearing and ex-ante contagion in financial systems with a two-layer network structure

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