RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS

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

zbMATH Keywords

random graphs; default risk; systemic risk; financial stability; stress test; default contagion; macroprudential regulation; interbank network; macro-prudential regulation

Mathematics Subject Classification ID

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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