Risk trading, network topology and banking regulation

DOI10.1088/1469-7688/3/4/307zbMath1405.91770arXivcond-mat/0309581OpenAlexW2062742648MaRDI QIDQ4647274

Rudolf Hanel, Stefan Pichler, Stefan Thurner

Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0309581

zbMATH Keywords

network topologiesbanking regulationrisk-trading game

Mathematics Subject Classification ID

Games involving graphs (91A43) Actuarial science and mathematical finance (91G99)

Related Items (4)

Bank supervision using the threshold-minimum dominating set ⋮ Can bank-specific variables predict contagion effects? ⋮ Network topology of the interbank market ⋮ The multiplex structure of interbank networks

Cites Work

• Two-person insurance negotiation
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• The Evolution of Cooperation
• Systemic Risk in Financial Systems
• Risk Assessment for Banking Systems
• Repeated Optional Gambles and Risk Aversion
• Evolutionary Games and Population Dynamics
• Community structure in social and biological networks
• Exploring complex networks
• Unnamed Item

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