Research on systemic risk in a triple network

DOI10.1016/J.CNSNS.2023.107306MaRDI QIDQ6172020zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

interbank marketsystemic riskoverlapping portfoliosasset relationshiptriple network model

Mathematics Subject Classification ID

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

Recommendations

• Network entropy and systemic risk in dynamic banking systems
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Cites work

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

Cited in

(1)

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

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