Systemic risk contagion in reconstructed financial credit network within banking and firm sectors on DebtRank based model

DOI10.1155/2020/8885657zbMath1459.91212OpenAlexW3112713715MaRDI QIDQ2657423

Lu Xu, Yu Wang, Yuetang (Peter) Bian

Publication date: 12 March 2021

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/8885657

Mathematics Subject Classification ID

Credit risk (91G40) Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• A network analysis of the Italian overnight money market
• Network models and financial stability
• Networked relationships in the e-MID interbank market: a trading model with memory
• A model of the topology of the bank -- firm credit network and its role as channel of contagion
• Bank multiplex networks and systemic risk
• Contagion in financial networks
• The multiplex structure of interbank networks

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