The impact of network inhomogeneities on contagion and system stability

DOI10.1007/S10479-017-2401-YzbMath1406.91510OpenAlexW1594961477MaRDI QIDQ2400008

Ursula Walther, Arnd Hübsch

Publication date: 25 August 2017

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

Full work available at URL: http://hdl.handle.net/10419/57178

zbMATH Keywords

inhomogeneitiescontagionnetwork modelssystemic riskcapital buffersbanking systemfinancial system stabilitycontagious defaults

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Actuarial science and mathematical finance (91G99)

Related Items (3)

Spatial contagion between financial markets: new evidence of asymmetric measures ⋮ Systemic risk assessment through high order clustering coefficient ⋮ Robust and sparse banking network estimation

Cites Work

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• Contagion in financial networks
• A simple model of global cascades on random networks
• Market procyclicality and systemic risk
• Completeness, interconnectedness and distribution of interbank exposures—a parameterized analysis of the stability of financial networks

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