Systemic risk in multiplex networks with asymmetric coupling and threshold feedback

DOI10.1016/j.physd.2015.10.004zbMath1364.91159arXiv1506.06664OpenAlexW1816403485WikidataQ63131623 ScholiaQ63131623MaRDI QIDQ2357546

Matt V. Leduc, Antonios Garas, Frank Schweitzer, Rebekka Burkholz

Publication date: 14 June 2017

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.06664

zbMATH Keywords

cascadesmultiplex networkssystemic risk

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Stochastic network models in operations research (90B15) Actuarial science and mathematical finance (91G99)

Related Items (5)

Nonlinear dynamics on interconnected networks ⋮ Bank multiplex networks and systemic risk ⋮ The multiplex dependency structure of financial markets ⋮ MODELING SOCIAL RESILIENCE: QUESTIONS, ANSWERS, OPEN PROBLEMS ⋮ Double-layer network model of bank-enterprise counterparty credit risk contagion

Cites Work

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• Systemic risk in a unifying framework for cascading processes on networks
• How big is too big? Critical shocks for systemic failure cascades
• Systemic Risk in Financial Systems
• Contagion in financial networks
• A simple model of global cascades on random networks
• On Watts' cascade model with random link weights
• A critical point for random graphs with a given degree sequence
• Networks

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