Managing Default Contagion in Inhomogeneous Financial Networks

DOI10.1137/17M1156046;zbMath1503.91153arXiv1610.09542MaRDI QIDQ4971974

Thilo Meyer-Brandis, Daniel Ritter, Nils Detering, Konstantinos D. Panagiotou

Publication date: 22 November 2019

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.09542

zbMATH Keywords

directed random graphssystemic riskfinancial contagioncapital requirementsinhomogeneous random graphsweighted random graphs

Mathematics Subject Classification ID

Applications of graph theory (05C90) Financial networks (including contagion, systemic risk, regulation) (91G45)

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