Diffusion of defaults among financial institutions

DOI10.1007/978-88-470-2553-0_1zbMATH Open1397.91611OpenAlexW189598125MaRDI QIDQ4687367FDOQ4687367

Authors: Gabrielle Demange 

Publication date: 11 October 2018

Published in: Econophysics of Systemic Risk and Network Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-88-470-2553-0_1

Recommendations

• An adaptive dynamical model of default contagion
• Managing Default Contagion in Inhomogeneous Financial Networks
• Contagion in financial systems: a Bayesian network approach
• A model of the topology of the bank -- firm credit network and its role as channel of contagion
• Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems

Mathematics Subject Classification ID

Social networks; opinion dynamics (91D30) Financial applications of other theories (91G80)

Cites Work

• A new status index derived from sociometric analysis
• Log-concave probability and its applications
• Title not available (Why is that?)
• Systemic risk in financial systems
• Risk assessment for banking systems
• Contagion in financial networks
• Title not available (Why is that?)

This page was built for publication: Diffusion of defaults among financial institutions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4687367)