Interconnected banks and systemically important exposures
type: Item
instance of: scholarly article
title: Interconnected banks and systemically important exposures
zbMATH Open document ID: 1478.91184
author: Alan Roncoroni
author: Stefano Battiston
author: Grzegorz Hałaj
author: Christoffer Kok
author: Marco D'errico
publication date: 2021-12-03T00:00:00Z
full work available at URL: swp2019-44.pdf
Mathematics Subject Classification ID: 91G45
zbMATH DE Number: 7438497
zbMATH Keywords: financial networks
zbMATH Keywords: systemic risk
zbMATH Keywords: financial contagion
zbMATH Keywords: financial stability
zbMATH Keywords: bank stress test
zbMATH Keywords: cross-border contagion
MaRDI profile type: Publication
OpenAlex ID: W2991001784
cites work: Forward-looking solvency contagion
cites work: Network valuation in financial systems
cites work: Leveraging the network: a stress-test framework based on debtrank
cites work: Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
cites work: Systemic Risk in Financial Systems
cites work: Assessing interbank contagion using simulated networks
DOI: 10.1016/J.JEDC.2021.104266
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 7438497