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Systemic Risk of the Global Banking System - An Agent-Based Network Model Approach
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Systemic Risk of the Global Banking System - An Agent-Based Network Model Approach (2014)Systemic Risk of the Global Banking Syste…The Impact of Basel III on Lending Rates of EU Banks (2013)The Impact of Basel III on Le…Default Cascades: When Does Risk Diversification Increase Stability? (2011)Default Cascades: When Does R…Simulation methods to assess the danger of contagion in interbank markets (2010)Simulation methods to assess …Contagion in financial networks (2010)Contagion in financial networ…Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns (2010)Assessing financial contagion…Risk and liquidity in a system context (2008)Risk and liquidity in a syste…Networks in Finance (2008)Networks in FinanceNetwork models and financial stability (2007)Network models and financial …Interbank Credit Lines as a Channel of Contagion (2006)Interbank Credit Lines as a C…Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis (2006)Interbank Contagion in the Du…Liquidity Risk and Contagion (2005)Liquidity Risk and ContagionFinancial Interlinkages in the United Kingdom's Interbank Market and the Risk of Contagion (2005)Financial Interlinkages in th…Interbank Contagion in the Dutch Banking Sector (2004)Interbank Contagion in the Du…Estimating bilateral exposures in the German interbank market: Is there a danger of contagion? (2004)Estimating bilateral exposure…Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk, Interbank Rela…Financial Contagion (2000)Financial ContagionAgent-based modeling of systemic risk in the European banking sector (2018)Agent-based modeling of syste…ABBA: An Agent-Based Model of the Banking System (2017)ABBA: An Agent-Based Model of…The Level of Capital and the Value of EU Banks under Basel III (2014)The Level of Capital and the …Monopolistic Competition with Outside Goods (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)The Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)Competition and Financial Stability (2004)A theory of systemic risk and design of prudential bank regulation (2009)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Mapping the UK interbank system (2014)Overlapping portfolios, contagion, and financial stability (2014)An analysis of the literature on systemic financial risk: A survey (2016)Input-output analysis foundations and extensions (2009)Network Structure and Systemic Risk in Banking Systems (2013)How likely is contagion in financial networks? (2014)Contagion in Financial Networks (2016)The Strength of Weak Ties (1973)Getting a Job: A Study of Contacts and Careers. (1975)Does the Rolodex Matter? Corporate Elite's Small World and the Effectiveness of Boards of Directors (2011)A network analysis of global banking: 1978–2010 (2013)Measuring the systemic importance of interconnected banks (2013)Does deposit insurance increase banking system stability? An empirical investigation (2002)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Where the Risks Lie: A Survey on Systemic Risk (2015)Systemic Risk in Financial Systems (2001)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Complexity, concentration and contagion (2011)Liquidity Shortages and Banking Crises (2002)Too many to fail—An analysis of time-inconsistency in bank closure policies (2006)A Monetary History of the United States 1867-1960 (1964)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Systemic Risk and Stability in Financial Networks (2015)How Do Banks Set Interest Rates? (2004)Risk Assessment for Banking Systems (2006)Interbank tiering and money center banks (2014)The Economic Costs of Organised Crime: Evidence from Southern Italy (2015)
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References

  • 2000Financial Contagion3,393 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2010Contagion in financial networks1,143 cited
  • 2005Liquidity Risk and Contagion879 cited
  • 2007Network models and financial stability850 cited
  • 2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?666 cited
  • 2010Simulation methods to assess the danger of contagion in interbank markets613 cited
  • 2010Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns573 cited
  • 2008Networks in Finance426 cited
  • 2011Default Cascades: When Does Risk Diversification Increase Stability?292 cited
  • 2005Financial Interlinkages in the United Kingdom's Interbank Market and the Risk of Contagion192 cited
  • 2006Interbank Credit Lines as a Channel of Contagion178 cited
  • 2006Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis175 cited
  • 2008Risk and liquidity in a system context167 cited
  • 2004Interbank Contagion in the Dutch Banking Sector93 cited

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2013
The Impact of Basel III on Lending Rates of EU Banks
38 cited

Cited by

  • 2017ABBA: An Agent-Based Model of the Banking System26 cited
  • 2014The Level of Capital and the Value of EU Banks under Basel III25 cited
  • 2018Agent-based modeling of systemic risk in the European banking sector21 cited