Research on systemic risk in a triple network

DOI10.1016/j.cnsns.2023.107306zbMath1520.91429OpenAlexW4377101209MaRDI QIDQ6172020

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)

Cites Work

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

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