Rollover risk, network structure and systemic financial crises
From MaRDI portal
(Redirected from Publication:310940)
Recommendations
- Rollover risk and endogenous network dynamics
- Systemic risk mitigation in financial networks
- Network models and financial stability
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- How unstable are complex financial systems? Analyzing an inter-bank network of credit relations
Cites work
- Contagion in financial networks
- Credit contagion and aggregate losses
- Economic networks: the new challenges
- Equilibrium selection in global games with strategic complementarities.
- Fear of fire sales, illiquidity seeking, and credit freezes
- Network models and financial stability
- Stochastic methods. A handbook for the natural and social sciences
Cited in
(20)- Interbank decisions and margins of stability: an agent-based stock-flow consistent approach
- Effective network inference through multivariate information transfer estimation
- A regulation model for the solvency of banking system: based on the pinning control theory of complex network
- The impacts of interest rates on banks' loan portfolio risk-taking
- Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue
- Rollover risk and endogenous network dynamics
- Precautionary replenishment in financially-constrained inventory systems subject to credit rollover risk and supply disruption
- Filling in the blanks: network structure and interbank contagion
- On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management
- Reconstruction methods for networks: the case of economic and financial systems
- Contagion in networks: stability and efficiency
- Architectures engender crises: the emergence of power laws in social networks
- Systemic credit freezes in financial lending networks
- The rise and fall of trust networks
- Sovereign risk, bank funding and investors' pessimism
- Inhomogeneous financial networks and contagious links
- The price of complexity in financial networks
- Quantifying preferential trading in the e-MID interbank market
- Counterparty credit limits: the impact of a risk-mitigation measure on everyday trading
- Mathematical modeling and optimal control of the impact of rumors on the banking crisis
This page was built for publication: Rollover risk, network structure and systemic financial crises
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q310940)
