Interconnected banks and systemically important exposures

DOI10.1016/j.jedc.2021.104266zbMath1478.91184OpenAlexW2991001784MaRDI QIDQ2054852

Christoffer Kok, Grzegorz Hałaj, Stefano Battiston, Alan Roncoroni, Marco D'errico

Publication date: 3 December 2021

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

Full work available at URL: https://www.bankofcanada.ca/wp-content/uploads/2019/11/swp2019-44.pdf

zbMATH Keywords

systemic riskfinancial contagionfinancial stabilityfinancial networksbank stress testcross-border contagion

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

Related Items (1)

Interbank asset-liability networks with fire sale management

Cites Work

• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• Forward-looking solvency contagion
• Assessing interbank contagion using simulated networks
• Leveraging the network: a stress-test framework based on debtrank
• Systemic Risk in Financial Systems
• Network valuation in financial systems

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