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Systemic risk through contagion in a core-periphery structured banking network

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Publication:5245477
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DOI10.4064/bc104-0-7zbMath1321.60211arXiv1406.6575OpenAlexW2142673933MaRDI QIDQ5245477

Oliver Kley, Claudia Klüppelberg, Lukas Reichel

Publication date: 8 April 2015

Published in: Banach Center Publications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.6575


zbMATH Keywords

Ornstein-Uhlenbeck processbanking networksystemic risk: contagion


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (8)

Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks ⋮ Strong solutions of mean-field stochastic differential equations with irregular drift ⋮ Contagion in Financial Systems: A Bayesian Network Approach ⋮ A unified approach to systemic risk measures via acceptance sets ⋮ Partial mean field limits in heterogeneous networks ⋮ Managing Default Contagion in Inhomogeneous Financial Networks ⋮ On fairness of systemic risk measures ⋮ Financial Asset Bubbles in Banking Networks




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