Monitoring vulnerability and impact diffusion in financial networks

DOI10.1016/j.jedc.2017.01.001zbMath1401.91566OpenAlexW2567862167MaRDI QIDQ1655627

Benjamin Miranda Tabak, Thiago Christiano Silva, Sergio Rubens Stancato Souza

Publication date: 9 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2017.01.001

zbMATH Keywords

networksvulnerabilitymonitoringsystemic riskimpact propagation

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Related Items (7)

Systemic risk measures ⋮ Evaluating systemic risk using bank default probabilities in financial networks ⋮ Portfolio optimization with asset-liability ratio regulation constraints ⋮ Multiplex networks of the guarantee market: evidence from China ⋮ Network entropy and systemic risk in dynamic banking systems ⋮ Matrix functions in network analysis ⋮ Identification of systemically important financial institutions in a multiplex financial network: a multi-attribute decision-based approach

Cites Work

• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• Network models and financial stability
• Systemic risk mitigation in financial networks
• Leveraging the network: a stress-test framework based on debtrank
• RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS
• Machine Learning in Complex Networks
• Systemic Risk in Financial Systems
• Contagion in financial networks

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