Identification of systemically important financial institutions in a multiplex financial network: a multi-attribute decision-based approach

DOI10.1016/J.PHYSA.2023.128446OpenAlexW4315478596MaRDI QIDQ2683270

Qian Sun, Cheng Jiang, Tanglin Ye, Qingyun Wang

Publication date: 10 February 2023

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

Full work available at URL: https://doi.org/10.1016/j.physa.2023.128446

zbMATH Keywords

financial marketsmultiplex networksfinancial networksmulti-attribute decisionsystemically important financial institutions

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• TENET: tail-event driven network risk
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• Monitoring vulnerability and impact diffusion in financial networks
• On the network topology of variance decompositions: measuring the connectedness of financial firms
• Systemic Risk in Financial Systems
• A quantum statistical model of a three-dimensional linear rigid rotator in a bath of oscillators. I. Electrical susceptibility derivation
• The multiplex structure of interbank networks
• Interbank Clearing in Financial Networks with Multiple Maturities

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