FINANCIAL CONTAGION IN LARGE, INHOMOGENEOUS STOCHASTIC INTERBANK NETWORKS

DOI10.1142/s0219525919500024OpenAlexW2920102988MaRDI QIDQ6203306

A. J. van Zyl, Unnamed Author, Conrad Beyers

Publication date: 27 March 2024

Published in: Advances in Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219525919500024

zbMATH Keywords

systemic risklarge networksbanking networksinhomogeneous networkscore-periphery structures

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Unnamed Item
• On the computational complexity of measuring global stability of banking networks
• A network analysis of the Italian overnight money market
• Network models and financial stability
• The contraction principle as a particular case of Kleene's fixed point theorem
• Systemic risk in banking networks: advantages of ``tiered banking systems
• Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes
• RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS
• Systemic Risk in Financial Systems
• Network topology of the interbank market
• Interbank contagion and resolution procedures: inspecting the mechanism
• The multiplex structure of interbank networks

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