Rollover risk, network structure and systemic financial crises
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Publication:310940
DOI10.1016/J.JEDC.2012.03.005zbMATH Open1345.91087OpenAlexW2091706945MaRDI QIDQ310940FDOQ310940
Authors: Kartik Anand, Prasanna Gai, Matteo Marsili 
Publication date: 28 September 2016
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2011-052.pdf
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Cites Work
- Equilibrium selection in global games with strategic complementarities.
- Economic networks: the new challenges
- Stochastic methods. A handbook for the natural and social sciences
- Network models and financial stability
- Fear of fire sales, illiquidity seeking, and credit freezes
- Contagion in financial networks
- Credit contagion and aggregate losses
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
- On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management
- Filling in the blanks: network structure and interbank contagion
- Rollover risk and endogenous network dynamics
- Precautionary replenishment in financially-constrained inventory systems subject to credit rollover risk and supply disruption
- 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
- Quantifying preferential trading in the e-MID interbank market
- The price of complexity in financial networks
- 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
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