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

DOI10.1134/S0005117915020149zbMATH Open1422.91813MaRDI QIDQ747343FDOQ747343

Authors: A. Stezhkin 

Publication date: 23 October 2015

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

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zbMATH Keywords

banking network stabilityindustry-specific risksoptimal loan size

Mathematics Subject Classification ID

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

Cites Work

• The pricing of options and corporate liabilities
• Title not available (Why is that?)
• Econometric analysis of cross section and panel data.
• Title not available (Why is that?)
• Elements of convex and strongly convex analysis

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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