Diversification and systemic risk in the banking system
From MaRDI portal
Publication:2213645
Recommendations
- Portfolio diversification and systemic risk in interbank networks
- Diversification and bank stability
- Systemic risk of portfolio diversification
- Systemic risk and interbank lending
- Systemic risk in financial systems
- Systemic risk in interbanking networks
- Bank multiplex networks and systemic risk
- Banking regulation and systemic risk
- Systemic risk components and deposit insurance premia
Cites work
- A simple model of global cascades on random networks
- Contagion and risk-sharing on the inter-bank market
- Financial contagion and asset liquidation strategies
- Input–output-based measures of systemic importance
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- Network models and financial stability
- Network versus portfolio structure in financial systems
- Overlapping portfolios, contagion, and financial stability
- Systemic risk in financial systems
- The network origins of aggregate fluctuations
- The topology of overlapping portfolio networks
Cited in
(24)- A heterogeneous bank system stability research under complex network structure
- Network versus portfolio structure in financial systems
- Systemic risk shifting in financial networks
- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach
- The optimal bailout policy in an interbank network
- 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
- When micro prudence increases macro risk: the destabilizing effects of financial innovation, leverage, and diversification
- Banking regulation and systemic risk
- Addressing systemic risk using contingent convertible debt -- a network analysis
- A regulation model for the solvency of banking system: based on the pinning control theory of complex network
- Interbank borrowing and lending between financially constrained banks
- Portfolio diversification and systemic risk in interbank networks
- Systemic risk of portfolio diversification
- When does low interconnectivity cause systemic risk?
- Analysis of financial contagion based on overlapping portfolios
- Mathematical modeling and stability analysis of systemic risk in the banking ecosystem
- Multilayer interbank networks and systemic risk propagation: evidence from China
- Contagion and risk-sharing on the inter-bank market
- Systemic Portfolio Diversification
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- Systemic risk of optioned portfolio: controllability and optimization
- Systemic risk and dynamics of contagion: a duplex inter-bank network
- Diversification and bank stability
This page was built for publication: Diversification and systemic risk in the banking system
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2213645)
