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Calibrating limits for large interbank exposures from a system-wide perspective
16 references·1 citing·36 second hop
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References

  • 2000Financial Contagion3,393 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?1,186 cited
  • 2012DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk919 cited
  • 2005Liquidity Risk and Contagion879 cited
  • 2012A Survey of Systemic Risk Analytics716 cited
  • 2003Interbank Exposures: Quantifying the Risk of Contagion666 cited
  • 2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?666 cited
  • 2006Risk Assessment for Banking Systems636 cited
  • 2014How likely is contagion in financial networks?635 cited
  • 1998Financial Contagion Journal of Political Economy624 cited
  • 2010Simulation methods to assess the danger of contagion in interbank markets613 cited
  • 2014Interbank tiering and money center banks578 cited
  • 2013Rethinking the financial network576 cited
  • 2010Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns573 cited

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1987
Preference shocks, liquidity, and central bank policy
531 cited

Cited by

  • 2016What’s the contingency? A proposal for bank contingent capital triggered by systemic risk23 cited