Diversification and systemic risk in the banking system
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Publication:2213645
DOI10.1016/J.CHAOS.2019.03.040zbMATH Open1448.91319OpenAlexW2940926141WikidataQ127952751 ScholiaQ127952751MaRDI QIDQ2213645FDOQ2213645
Authors: Jing Ma, Xiaoxing Liu, Chao Wang, Jianmin He 
Publication date: 2 December 2020
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2019.03.040
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Portfolio theory (91G10) Financial networks (including contagion, systemic risk, regulation) (91G45)
Cites Work
- Systemic risk in financial systems
- The network origins of aggregate fluctuations
- Network models and financial stability
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- Financial contagion and asset liquidation strategies
- A simple model of global cascades on random networks
- Contagion and risk-sharing on the inter-bank market
- Network versus portfolio structure in financial systems
- Overlapping portfolios, contagion, and financial stability
- The topology of overlapping portfolio networks
- Input–output-based measures of systemic importance
Cited In (24)
- Systemic risk of portfolio diversification
- A regulation model for the solvency of banking system: based on the pinning control theory of complex network
- Systemic risk of optioned portfolio: controllability and optimization
- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach
- Contagion and risk-sharing on the inter-bank market
- When micro prudence increases macro risk: the destabilizing effects of financial innovation, leverage, and diversification
- Banking regulation and systemic risk
- Multilayer interbank networks and systemic risk propagation: evidence from China
- A heterogeneous bank system stability research under complex network structure
- Systemic risk shifting in financial networks
- Addressing systemic risk using contingent convertible debt -- a network analysis
- Analysis of financial contagion based on overlapping portfolios
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- Portfolio diversification and systemic risk in interbank networks
- Network versus portfolio structure in financial systems
- Diversification and bank stability
- When does low interconnectivity cause systemic risk?
- Systemic Portfolio Diversification
- The optimal bailout policy in an interbank network
- Systemic risk and dynamics of contagion: a duplex inter-bank network
- Mathematical modeling and stability analysis of systemic risk in the banking ecosystem
- Financial stability, liquidity risk and income diversification: evidence from European banks using the CAMELS-DEA approach
- The effect of liquidity creation on systemic risk: evidence from European banking sector
- Interbank borrowing and lending between financially constrained banks
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