Research on systemic risk in a triple network

DOI10.1016/J.CNSNS.2023.107306zbMATH Open1520.91429OpenAlexW4377101209MaRDI QIDQ6172020FDOQ6172020

Authors: Congyuan Pang, Howard Fan 

Publication date: 18 July 2023

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2023.107306

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zbMATH Keywords

interbank marketsystemic riskoverlapping portfoliosasset relationshiptriple network model

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• Systemic risk in financial systems
• Statistical analysis of financial networks
• Risk assessment for banking systems
• Network topology of the interbank market
• Contagion in financial networks
• Financial contagion and asset liquidation strategies
• Overlapping portfolios, contagion, and financial stability
• Portfolio diversification and systemic risk in interbank networks
• The topology of overlapping portfolio networks
• Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue

Cited In (1)

• Risk amplification effect of multilayer financial networks: feedback mechanism or cyclic structure?

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