Measuring financial systemic risk: net liability clearing mechanism and contagion effect
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Publication:6595015
DOI10.1007/S11424-024-2389-8zbMATH Open1546.91262MaRDI QIDQ6595015FDOQ6595015
Authors: Jiali Ma, Shushang Zhu, Duan Li 
Publication date: 29 August 2024
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Cites Work
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- Compressing over-the-counter markets
- Optimal control of interbank contagion under complete information
- Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue
- When does portfolio compression reduce systemic risk?
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