Network topology and interbank credit risk
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Publication:508318
DOI10.1016/J.CHAOS.2015.11.044zbMATH Open1415.91301OpenAlexW2199421376MaRDI QIDQ508318FDOQ508318
Authors: Juan Carlos González-Avella, Vanessa Hoffmann de Quadros, José Roberto Iglesias 
Publication date: 10 February 2017
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2015.11.044
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Cites Work
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- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- Contagion and risk-sharing on the inter-bank market
- Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information
Cited In (40)
- Research on the contagion risk of dynamic China bank network system
- Systemic interbank network risks in Russia
- Network topology of the interbank market
- Filling in the blanks: network structure and interbank contagion
- Modelling the emergence of the interbank networks
- A discrete dynamics approach to interbank financial contagion
- Liquidity flows in interbank networks
- Financial interbanking networks resilience under shocks propagation
- Completeness, interconnectedness and distribution of interbank exposures -- a parameterized analysis of the stability of financial networks
- Liability concentration and systemic losses in financial networks
- The dynamics of interbank networks
- Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external assets
- Contagion risk in endogenous financial networks
- Assessing interbank contagion using simulated networks
- Do banks change their liquidity ratios based on network characteristics?
- Filtering for risk assessment of interbank network
- A model of the topology of the bank -- firm credit network and its role as channel of contagion
- Systemic risk contagion in reconstructed financial credit network within banking and firm sectors on DebtRank based model
- Disturbances and complexity in volatility time series
- Media coverage and investor scare behavior diffusion
- Bank multiplex networks and systemic risk
- Multi-channel contagion in dynamic interbank market network
- Network models and financial stability
- How unstable are complex financial systems? Analyzing an inter-bank network of credit relations
- Double-layer network model of bank-enterprise counterparty credit risk contagion
- Multiplex networks of the guarantee market: evidence from China
- The stability of interbank market network: a perspective on contagion and risk sharing
- Investor behavior, information disclosure strategy and counterparty credit risk contagion
- Interbank markets and multiplex networks: centrality measures and statistical null models
- The multiplex structure of interbank networks
- Systemic risk and dynamics of contagion: a duplex inter-bank network
- Network entropy and systemic risk in dynamic banking systems
- Dynamic credit default swap curves in a network topology
- Financial networks and interconnectedness in an advanced emerging market economy
- TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL
- The financial system as a nexus of interconnected networks
- The influence of risk attitude on credit risk contagion -- perspective of information dissemination
- Complexity in quantitative finance and economics
- Risk trading, network topology and banking regulation
- Empirical Analysis of the Architecture of the Interbank Market and Credit Market Using Network Theory
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