Incentivizing resilience in financial networks

DOI10.1016/j.jedc.2017.05.010zbMath1401.91587arXiv1606.03595OpenAlexW2443935091MaRDI QIDQ1655678

Stefan Thurner, Matt V. Leduc

Publication date: 9 August 2018

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

Full work available at URL: https://arxiv.org/abs/1606.03595

zbMATH Keywords

network formationmatching marketssystemic riskinterbank networksinsolvency cascadestransaction-specific tax

Mathematics Subject Classification ID

Applications of graph theory (05C90) Financial applications of other theories (91G80)

Related Items (3)

Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes ⋮ What is the minimal systemic risk in financial exposure networks? ⋮ Complex network construction of Internet finance risk

Cites Work

• Unnamed Item
• Stable marriage and indifference
• Stable schedule matching under revealed preference.
• Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes
• The evolution of social and economic networks.
• A strategic model of social and economic networks
• Systemic Risk in Financial Systems
• Kidney Exchange
• Contagion in financial networks
• Elimination of systemic risk in financial networks by means of a systemic risk transaction tax
• Network topology of the interbank market
• The Stable Allocation (or Ordinal Transportation) Problem
• College Admissions and the Stability of Marriage

This page was built for publication: Incentivizing resilience in financial networks