Financial Contagion through Asset Price and Interbank Networks

DOI10.1007/978-981-15-4498-9_2zbMath1457.91408OpenAlexW3045648071MaRDI QIDQ5148835

Naoki Makimoto, Jun Sakazaki

Publication date: 5 February 2021

Published in: Advanced Studies of Financial Technologies and Cryptocurrency Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-4498-9_2

zbMATH Keywords

liquiditydeleveragebehavioral constraints of financial institutionsinterbank network structuremark-to mark accounting rules

Mathematics Subject Classification ID

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

Cites Work

• Systemic Risk in Financial Systems
• A simple model of global cascades on random networks

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