Financial contagion in banking networks with community structure

DOI10.1016/j.cnsns.2022.106924zbMath1505.91408OpenAlexW4304890580MaRDI QIDQ2108669

Gabriele Torri, Rosella Giacometti

Publication date: 20 December 2022

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2022.106924

zbMATH Keywords

networkscommunity structurefinancial contagionliquidity shocks

Mathematics Subject Classification ID

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

Cites Work

• An optimization model for minimizing systemic risk
• Credit risk and contagion via self-exciting default intensity
• Robust and sparse banking network estimation
• RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS
• Contagion! Systemic Risk in Financial Networks
• Systemic Risk in Financial Systems
• Community structure in social and biological networks
• Collective dynamics of ‘small-world’ networks
• Networks

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