Network analysis and systemic FX settlement risk

DOI10.1515/STRM-2015-0006zbMATH Open1415.91335OpenAlexW2582325269MaRDI QIDQ2409059FDOQ2409059

Authors: José Henry León-Janampa 

Publication date: 10 October 2017

Published in: Statistics \& Risk Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/strm-2015-0006

Recommendations

• An analysis of settlement risk contagion in alternative securities settlement architectures
• Systemic Risk in Networks with a Central Node
• Systemic risk mitigation in financial networks
• Credit default swaps and systemic risk
• Systemic risk contagion in FX market: a frequency connectedness and network analysis

zbMATH Keywords

statisticsnetworksriskquantitative finance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Small world graphs, complex networks (graph-theoretic aspects) (05C82) Actuarial science and mathematical finance (91G99)

Cites Work

• Fast unfolding of communities in large networks
• Networks. An introduction.
• A faster algorithm for betweenness centrality*
• Contagion in financial networks

Cited In (4)

• An analysis of settlement risk contagion in alternative securities settlement architectures
• Dynamical clustering of exchange rates
• Systemic risk contagion in FX market: a frequency connectedness and network analysis
• Risk trading, network topology and banking regulation

This page was built for publication: Network analysis and systemic FX settlement risk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2409059)