Systemic risk mitigation in financial networks
type: Item
instance of: scholarly article
title: Systemic risk mitigation in financial networks
zbMATH Open document ID: 1401.91545
author: Agostino Capponi
author: Peng-Chu Chen
publication date: 2018-08-13T00:00:00Z
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6917094
zbMATH Keywords: systemic risk
zbMATH Keywords: financial networks
zbMATH Keywords: default contagion
zbMATH Keywords: mitigation policies
zbMATH Keywords: lender of last resort
MaRDI profile type: Publication
full work available at URL: j.jedc.2015.06.008
OpenAlex ID: W3125316496
cites work: Estimating Nonnegative Matrices from Marginal Data
cites work: Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
cites work: Q4931752
cites work: Systemic Risk in Financial Systems
cites work: Contagion in financial networks
DOI: 10.1016/J.JEDC.2015.06.008
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6917094