Measuring financial systemic risk: net liability clearing mechanism and contagion effect
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Cites work
- scientific article; zbMATH DE number 3933857 (Why is no real title available?)
- scientific article; zbMATH DE number 194139 (Why is no real title available?)
- An optimization view of financial systemic risk modeling: network effect and market liquidity effect
- Compressing over-the-counter markets
- Distress and default contagion in financial networks
- Financial Network Systemic Risk Contributions
- Financial contagion and asset liquidation strategies
- Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue
- Liability concentration and systemic losses in financial networks
- Optimal control of interbank contagion under complete information
- Risk assessment for banking systems
- Systemic risk in financial systems
- Systemic risk mitigation in financial networks
- To fully net or not to net: adverse effects of partial multilateral netting
- Uniqueness of equilibrium in a payment system with liquidation costs
- When does portfolio compression reduce systemic risk?
- Where the risks lie: a survey on systemic risk
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