Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue
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Publication:5014206
Recommendations
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Cites work
- scientific article; zbMATH DE number 3150484 (Why is no real title available?)
- scientific article; zbMATH DE number 194139 (Why is no real title available?)
- scientific article; zbMATH DE number 3528040 (Why is no real title available?)
- A lattice-theoretical fixpoint theorem and its applications
- An optimization view of financial systemic risk modeling: network effect and market liquidity effect
- Contagion in financial networks
- Financial contagion and asset liquidation strategies
- Liability concentration and systemic losses in financial networks
- Optimal control of interbank contagion under complete information
- Overlapping portfolios, contagion, and financial stability
- Portfolio diversification and systemic risk in interbank networks
- Risk assessment for banking systems
- Systemic risk and dynamics of contagion: a duplex inter-bank network
- Systemic risk in financial systems
- The implicit function theorem. History, theory, and applications
- The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks
- Uniqueness of equilibrium in a payment system with liquidation costs
Cited in
(15)- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach
- On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management
- Systemic risk of optioned portfolio: controllability and optimization
- Systemic risk mitigation in financial networks
- Contagion! Systemic risk in financial networks
- Liability concentration and systemic losses in financial networks
- Measuring financial systemic risk: net liability clearing mechanism and contagion effect
- Research on systemic risk in a triple network
- The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks
- Contagion and loss redistribution in crypto asset markets
- Analysis of financial contagion based on overlapping portfolios
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- Risk amplification effect of multilayer financial networks: feedback mechanism or cyclic structure?
- How is systemic risk amplified by three typical financial networks
- Multivariate stress scenario selection in interbank networks
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