Risk assessment for banking systems
From MaRDI portal
Publication:3115995
DOI10.1287/MNSC.1060.0531zbMATH Open1232.91689OpenAlexW3122812694MaRDI QIDQ3115995FDOQ3115995
Authors: Helmut Elsinger, Alfred Lehar, Martin Summer 
Publication date: 21 February 2012
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.1060.0531
Recommendations
Cited In (only showing first 100 items - show all)
- Impact of compensation structure and managerial incentives on bank risk taking
- Identifying systemically important financial institutions: a network approach
- Financial contagion in banking networks with community structure
- Trade credit contracting under asymmetric credit default risk: screening, checking or insurance
- Systemic interbank network risks in Russia
- Systemic risk in interbanking networks
- 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
- Network valuation in financial systems
- Systemic risk measures on general measurable spaces
- Criticality in a model of banking crises
- Contagion and risk-sharing on the inter-bank market
- Borrowing capacity, financial instability, and contagion
- The network structure and systemic risk in the global non-life insurance market
- Resilience to contagion in financial networks
- Bank supervision using the threshold-minimum dominating set
- Overlapping portfolios, contagion, and financial stability
- The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks
- Completeness, interconnectedness and distribution of interbank exposures -- a parameterized analysis of the stability of financial networks
- An optimization view of financial systemic risk modeling: network effect and market liquidity effect
- Liability concentration and systemic losses in financial networks
- Robust and sparse banking network estimation
- Strategic fire-sales and price-mediated contagion in the banking system
- Optimization of fire sales and borrowing in systemic risk
- Stability of the world trade web over time -- an extinction analysis
- Adjustable network reconstruction with applications to CDS exposures
- Functional correlation approach to operational risk in banking organizations
- Banking regulation and systemic risk
- A proximity based macro stress testing framework
- Bank panics and fire sales, insolvency and illiquidity
- The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks
- Leveraging the network: a stress-test framework based on debtrank
- The impact of network inhomogeneities on contagion and system stability
- Assessing interbank contagion using simulated networks
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes
- Portfolio diversification and systemic risk in interbank networks
- Systemic losses due to counterparty risk in a stylized banking system
- Management of banking network stability taking into account industry-specific risks
- The spread of a financial virus through Europe and beyond
- Evaluating systemic risk using bank default probabilities in financial networks
- SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK
- Banks, relative performance, and sequential contagion
- A time series analysis of financial fragility in the UK banking system
- Network models and financial stability
- A lending scheme for a system of interconnected banks with probabilistic constraints of failure
- Systemic risk in banking networks: advantages of ``tiered banking systems
- \textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe
- The stability of interbank market network: a perspective on contagion and risk sharing
- The price of complexity in financial networks
- A Dynamic Contagion Risk Model with Recovery Features
- Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information
- On the computational complexity of measuring global stability of banking networks
- A simple model of bank bankruptcies
- Sharp asymptotics for large portfolio losses under extreme risks
- Systemic risk through contagion in a core-periphery structured banking network
- A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties
- Network entropy and systemic risk in dynamic banking systems
- Market procyclicality and systemic risk
- Connectedness of markets with heterogeneous agents and the information cascades
- Financial networks and interconnectedness in an advanced emerging market economy
- Network topology and interbank credit risk
- Financial contagion: extending the exposures network of the Mexican financial system
- Risk trading, network topology and banking regulation
- Backtesting macroprudential stress tests
- Mathematical modeling and analysis of insolvency contagion in an interbank network
- Financial contagion and asset liquidation strategies
- Risk analysis with contractual default. Does covenant breach matter?
- Network and eigenvalue analysis of financial transaction networks
- Contagion in financial systems: a Bayesian network approach
- Optimal clearing payments in a financial contagion model
- Monitoring banking system connectedness with big data
- Diffusion of defaults among financial institutions
- Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue
- An algorithm of propagation in weighted directed graphs with applications to economics and finance
- Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods
- Systemic risk components and deposit insurance premia
- Systemic risk governance in a dynamical model of a banking system
- Interbank network model and distributed prediction strategy of systemic risk
- Optimal control of interbank contagion under complete information
- Estimating the money market microstructure with negative and zero interest rates
- Title not available (Why is that?)
- Seniorities and minimal clearing in financial network games
- Measuring financial systemic risk: net liability clearing mechanism and contagion effect
- Network tail risk estimation in the European banking system
- Contagion accounting in stress-testing
- Research on systemic risk in a triple network
- Efficient simulation of Lévy-driven point processes
- Do banks change their liquidity ratios based on network characteristics?
- Forecasting systemic risk of China's banking industry by partial differential equations model and complex network
- Default ambiguity: finding the best solution to the clearing problem
- Impact of contingent payments on systemic risk in financial networks
- Social networks from a designer's viewpoint
- Network interdependence and optimization of bank portfolios from developed and emerging Asia Pacific countries
- Comparison of banking and peer-to-peer lending risks
- Interconnected banks and systemically important exposures
- Does risk aversion affect bank output loss? The case of the eurozone
- Forward-looking solvency contagion
- The equity risk posed by the too-big-to-fail banks: a Foster-Hart estimation
- Can bank-specific variables predict contagion effects?
This page was built for publication: Risk assessment for banking systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3115995)
