The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks
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Publication:2296100
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Cited in
(49)- A regulation model for the solvency of banking system: based on the pinning control theory of complex network
- Continuity and sensitivity analysis of parameterized Nash games
- The optimal bailout policy in an interbank network
- A repo model of fire sales with VWAP and LOB pricing mechanisms
- Price mediated contagion through capital ratio requirements with VWAP liquidation prices
- On fairness of systemic risk measures
- Impact of contingent payments on systemic risk in financial networks
- Capital regulation under price impacts and dynamic financial contagion
- How is systemic risk amplified by three typical financial networks
- Systemic risk models for disjoint and overlapping groups with equilibrium strategies
- Systemic cascades on inhomogeneous random financial networks
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- Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue
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- Optimization of fire sales and borrowing in systemic risk
- A unified approach to systemic risk measures via acceptance sets
- SYSTEMIC RISK: THE EFFECT OF MARKET CONFIDENCE
- Contingent Convertible Obligations and Financial Stability
- Interbank asset-liability networks with fire sale management
- Decentralized payment clearing using blockchain and optimal bidding
- Optimal primary dealer selection in financial networks
- Clustering heterogeneous financial networks
- Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk
- Mathematical modeling and stability analysis of systemic risk in the banking ecosystem
- International aggregate risk: effects on financial stability
- Optimal bailout strategy with cash injection bound under different networks
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- Fire sales, default cascades and complex financial networks
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