Densely Entangled Financial Systems

DOI10.1007/978-3-319-09683-4_5zbMath1418.91568arXiv1402.5208OpenAlexW3122364509MaRDI QIDQ4562468

Lakshmi Kaligounder, Bhaskar Das Gupta

Publication date: 20 December 2018

Published in: Network Models in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.5208

zbMATH Keywords

banking networkcounter-party risk

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Credit risk (91G40)

Cites Work

• Network models and financial stability
• Counterparty risk externality: centralized versus over-the-counter markets
• Contagion in financial networks

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