Systemic risk in interbanking networks
From MaRDI portal
Publication:5258451
Recommendations
Cites work
- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- A unified framework for numerically inverting Laplace transforms
- Bilateral credit valuation adjustment for large credit derivatives portfolios
- Contagion in financial networks
- Default clustering in large portfolios: typical events
- Finite and infinite systems of interacting diffusions
- Handbook on systemic risk
- Large deviations for a mean field model of systemic risk
- Large portfolio asymptotics for loss from default
- Large portfolio losses: A dynamic contagion model
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- Mean field games and systemic risk
- Squared Bessel processes and their applications to the square root interest rate model
- Stability in a model of interbank lending
- Systemic risk in financial systems
- Systemic risk mitigation in financial networks
- Two singular diffusion problems
- Volatility skews and extensions of the Libor market model
Cited in
(52)- The pricing of basket options: a weak convergence approach
- Diversification and systemic risk in the banking system
- An SPDE model for systemic risk with endogenous contagion
- Systemic interbank network risks in Russia
- Propagation of chaos for maxima of particle systems with mean-field drift interaction
- Financial Network Systemic Risk Contributions
- Network valuation in financial systems
- Markov chain approximation and measure change for time-inhomogeneous stochastic processes
- Diffusion bank networks and capital flows
- Criticality in a model of banking crises
- Systemic credit freezes in financial lending networks
- Systemic risk and interbank lending
- Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises
- Systemic risk governance in a dynamical model of a banking system
- Diffusion on dynamical interbank loan networks
- Higher-order assortativity for directed weighted networks and Markov chains
- Interbank network model and distributed prediction strategy of systemic risk
- Reinforcement learning and stochastic optimisation
- Well-posedness of a system of SDEs driven by jump random measures
- Large deviations for a mean field model of systemic risk
- Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems
- Mean field analysis of neural networks: a central limit theorem
- Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing
- Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence
- Mean field analysis of neural networks: a law of large numbers
- Portfolio diversification and systemic risk in interbank networks
- Systemic losses due to counterparty risk in a stylized banking system
- Forecasting systemic risk of China's banking industry by partial differential equations model and complex network
- A dynamic network model of the unsecured interbank lending market
- Risk assessment for banking systems
- When does low interconnectivity cause systemic risk?
- Impact of contingent payments on systemic risk in financial networks
- A lending scheme for a system of interconnected banks with probabilistic constraints of failure
- Systemic risk in banking networks: advantages of ``tiered banking systems
- Systemic illiquidity in the interbank network
- A simple model of bank bankruptcies
- Dynamic contagion in a banking system with births and defaults
- Inference for large financial systems
- Network entropy and systemic risk in dynamic banking systems
- Systemic risk through contagion in a core-periphery structured banking network
- A dynamic network model of interbank lending -- systemic risk and liquidity provisioning
- Financial asset bubbles in banking networks
- Network effects in default clustering for large systems
- Key borrowers detected by the intensities of their interactions
- Propagation of chaos for point processes induced by particle systems with mean-field drift interaction
- Mean field games and systemic risk
- Systemic risk in a network fragility model analyzed with probability density evolution of persistent random walks
- Particle systems with singular interaction through hitting times: application in systemic risk modeling
- Approximating Nash equilibrium for optimal consumption in stochastic growth model with jumps
- Risk trading, network topology and banking regulation
- Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs
- Financial replicator dynamics: emergence of systemic-risk-averting strategies
This page was built for publication: Systemic risk in interbanking networks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5258451)
