Management of banking network stability taking into account industry-specific risks

DOI10.1134/S0005117915020149MaRDI QIDQ747343zbMATH OpenFDO

Authors A. Stezhkin

Publication date 23 October 2015

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

banking network stabilityindustry-specific risksoptimal loan size

Mathematics Subject Classification ID

Credit risk (91G40) Actuarial science and mathematical finance (91G99)

Recommendations

• A heterogeneous bank system stability research under complex network structure
• Evaluating systemic risk using bank default probabilities in financial networks
• Capital adequacy and risk management in banking industry
• Risk assessment for banking systems
• Analysing the systemic risk of Indian banks

Cites work

• scientific article; zbMATH DE number 3647917 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• Econometric analysis of cross section and panel data.
• Elements of convex and strongly convex analysis
• The pricing of options and corporate liabilities

Cited in

(7)

• Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises
• Expected credit loss modeling
• Vietnamese bank liquidity risk study using the risk assessment model of systemic institutions
• Capital adequacy and risk management in banking industry
• Banks' business strategies on the edge of distress
• A computable general equilibrium model for banking sector risk assessment in South Africa
• Evaluation of strategic risks of credit processes in the banking system of Iran

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