RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS
From MaRDI portal
DOI10.1111/mafi.12051zbMath1348.91297arXiv1112.5687MaRDI QIDQ2799998
Rama Cont, Andreea Minca, Hamed Amini
Publication date: 14 April 2016
Published in: Mathematical Finance, International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.5687
random graphs; default risk; systemic risk; financial stability; stress test; default contagion; macroprudential regulation; interbank network; macro-prudential regulation
05C80: Random graphs (graph-theoretic aspects)
90B15: Stochastic network models in operations research
91G80: Financial applications of other theories
91G40: Credit risk
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