Systemic risk assessment through high order clustering coefficient

DOI10.1007/S10479-020-03525-8zbMath1473.91027arXiv1810.13250OpenAlexW3100694186MaRDI QIDQ2241111

Roy Cerqueti, Rosanna Grassi, Gian Paolo Clemente

Publication date: 8 November 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.13250

zbMATH Keywords

network analysisclustering coefficientsystemic riskcommunity structurescross-border banking

Mathematics Subject Classification ID

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

Related Items (2)

Does the default pecking order impact systemic risk? Evidence from Brazilian data ⋮ Financial interbanking networks resilience under shocks propagation

Cites Work

• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• Credit default swaps and systemic risk
• Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
• Robust and sparse banking network estimation
• The impact of network inhomogeneities on contagion and system stability
• Community structure in social and biological networks
• Collective dynamics of ‘small-world’ networks

This page was built for publication: Systemic risk assessment through high order clustering coefficient