On the computational complexity of measuring global stability of banking networks

DOI10.1007/s00453-013-9769-0zbMath1307.91197arXiv1110.3546MaRDI QIDQ487019

Lakshmi Kaligounder, Piotr Berman, Marek Karpinski, Bhaskar Das Gupta

Publication date: 19 January 2015

Published in: Algorithmica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.3546

zbMATH Keywords

algorithms; stability index; approximation hardness; banking networks; systemic stability

Mathematics Subject Classification ID

05C90: Applications of graph theory

90B10: Deterministic network models in operations research

68W25: Approximation algorithms

91G99: Actuarial science and mathematical finance

Related Items

An equilibrium model of interbank networks based on variational inequalities

Uses Software

• Epigrass
• FIN-STAB

Cites Work

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