The stability of interbank market network: a perspective on contagion and risk sharing

DOI10.1155/2016/1297832zbMath1416.91419OpenAlexW2287028501WikidataQ57714044 ScholiaQ57714044MaRDI QIDQ1796532

Yanyan Li

Publication date: 17 October 2018

Published in: Advances in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2016/1297832

zbMATH Keywords

risk sharingcontagionsystematic riskinterbank market network

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Actuarial science and mathematical finance (91G99)

Cites Work

• Computational science -- ICCS 2004. 4th international conference, Kraków, Poland, June 6--9, 2004. Proceedings, Part III.
• Contagion and risk-sharing on the inter-bank market
• Risk-sharing and crises. Global games of regime change with endogenous wealth
• Economic Networks: The New Challenges

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