How is systemic risk amplified by three typical financial networks

DOI10.1007/S40305-021-00389-YMaRDI QIDQ2676166zbMATH OpenOpenAlexFDO

Authors Jiali Ma, Xiao-Chuan Pang, Shushang Zhu

Publication date 27 September 2022

Published in Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40305-021-00389-y

zbMATH Keywords

contagionsystemic riskinter-liabilityportfolio overlappingshare cross-holding

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3150484 (Why is no real title available?)
• scientific article; zbMATH DE number 3760340 (Why is no real title available?)
• scientific article; zbMATH DE number 194139 (Why is no real title available?)
• An optimization view of financial systemic risk modeling: network effect and market liquidity effect
• Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
• Distress and default contagion in financial networks
• Financial contagion and asset liquidation strategies
• Inhomogeneous financial networks and contagious links
• Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue
• Systemic risk in financial systems
• The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks
• Uniqueness of equilibrium in a payment system with liquidation costs

Cited in

(5)

• Insurance risk analysis of financial networks vulnerable to a shock
• Overlapping portfolios, contagion, and financial stability
• Risk amplification effect of multilayer financial networks: feedback mechanism or cyclic structure?
• Research on systemic risk in a triple network
• An optimization view of financial systemic risk modeling: network effect and market liquidity effect

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