Fair immunization and network topology of complex financial ecosystems

DOI10.1016/J.PHYSA.2023.128456OpenAlexW4313830782MaRDI QIDQ2685076FDOQ2685076

Authors: Simone Giansante, Sabato Manfredi, Sheri Markose 

Publication date: 17 February 2023

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

Full work available at URL: https://doi.org/10.1016/j.physa.2023.128456

Recommendations

• The price of complexity in financial networks
• On global stability of financial networks
• Network versus portfolio structure in financial systems
• What is the minimal systemic risk in financial exposure networks?
• On the computational complexity of measuring global stability of banking networks

zbMATH Keywords

dynamical systemsstability analysissystemic riskbanksfinancial networks

Mathematics Subject Classification ID

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

Cites Work

• Emergence of Scaling in Random Networks
• Title not available (Why is that?)
• Networks. An introduction.
• Scale-free networks: a decade and beyond
• Systemic risk in financial systems
• Risk assessment for banking systems
• Graph spectra for complex networks
• Contagion in financial networks
• Credit default swaps and systemic risk
• Reconstruction methods for networks: the case of economic and financial systems
• Liquidity hoarding
• Network valuation in financial systems
• Elimination of systemic risk in financial networks by means of a systemic risk transaction tax
• Reconstructing and stress testing credit networks
• Forward-looking solvency contagion
• Spectral theory of networks: from biomolecular to ecological systems

Uses Software

• Boost
• BGL

This page was built for publication: Fair immunization and network topology of complex financial ecosystems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2685076)