Diffusion bank networks and capital flows

DOI10.1007/S11579-021-00297-YMaRDI QIDQ2230764zbMATH OpenOpenAlexFDO

Authors Ioannis Leventidis, E. Melas

Publication date 28 September 2021

Published in Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11579-021-00297-y

zbMATH Keywords

graphsdynamical systemsstabilityfinancial networks

Mathematics Subject Classification ID

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

Recommendations

• Diffusion on dynamical interbank loan networks
• Systemic risk in interbanking networks
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• Liquidity flows in interbank networks
• Stability in a model of interbank lending

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Cited in

(1)

• Diffusion on dynamical interbank loan networks

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