Interbank contagion and resolution procedures: inspecting the mechanism

DOI10.1080/14697688.2014.968196zbMath1398.91706OpenAlexW2093967637MaRDI QIDQ4683023

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Publication date: 19 September 2018

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

Full work available at URL: https://doi.org/10.1080/14697688.2014.968196

zbMATH Keywords

systemic riskresolution proceduresbanking network

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Stochastic network models in operations research (90B15) Actuarial science and mathematical finance (91G99)

Related Items (2)

Contagion accounting in stress-testing ⋮ FINANCIAL CONTAGION IN LARGE, INHOMOGENEOUS STOCHASTIC INTERBANK NETWORKS

Cites Work

• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• Network models and financial stability
• RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS
• Systemic Risk in Financial Systems
• Contagion in financial networks
• A simple model of global cascades on random networks

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