Connectivity, centralisation and `robustness-yet-fragility' of interbank networks

DOI10.1007/s10436-022-00416-9zbMath1520.91423OpenAlexW4309198190MaRDI QIDQ6110755

Bulent Ozel, Andrea Toto, Andrea Teglio, Mario Eboli

Publication date: 6 July 2023

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-022-00416-9

zbMATH Keywords

systemic riskfinancial contagioninterbank networks

Mathematics Subject Classification ID

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

Cites Work

• Credit contagion and aggregate losses
• Systemic risk in a unifying framework for cascading processes on networks
• Network models and financial stability
• Overlapping portfolios, contagion, and financial stability
• A model of the topology of the bank -- firm credit network and its role as channel of contagion
• The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model
• Contagion and risk-sharing on the inter-bank market
• Systemic risk shifting in financial networks
• A flow network analysis of direct balance-sheet contagion in financial networks
• The formation of a core-periphery structure in heterogeneous financial networks
• Core and periphery in networks
• Liquidity Flows in Interbank Networks*

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