Financial contagion in banking networks with community structure

DOI10.1016/J.CNSNS.2022.106924zbMATH Open1505.91408OpenAlexW4304890580MaRDI QIDQ2108669FDOQ2108669

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

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zbMATH Keywords

networksfinancial contagioncommunity structureliquidity shocks

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (4)

• Contagion in financial networks
• A flow network analysis of direct balance-sheet contagion in financial networks
• Functional Inequalities and Analysis of Contagion in the Financial Networks
• Financial contagion in interbank networks: the case of Erdős-Rényi network model

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