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Systemic Risk Components in a Network Model of Contagion · Study

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PreprintSystemic Risk Components in a Network Model of Contagion

Jeremy C. Staum2012

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Preprintgreen2012

Systemic Risk Components in a Network Model of Contagion

Jeremy C. Staum · Ming Liu

35 citations·0/0 files stored·SSRN Electronic Journal

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Banking stability, regulation, efficiency Complex Network Analysis Techniques Financial Risk and Volatility Modeling

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References

2001Systemic Risk in Financial Systems 2013Measuring the systemic importance of interconnected banks 2013An Axiomatic Approach to Systemic Risk 2021Macroprudential Regulation and Systemic Capital Requirements 2010Sensitivity analysis of the Eisenberg–Noe model of contagion 2013Counterparty Contagion in Context: Contributions to Systemic Risk

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2015How Likely Is Contagion in Financial Networks?2012Systemic risk components and deposit insurance premia 2013Measuring and Allocating Systemic Risk

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2016Systemic risk measures on general measurable spacesarticle · 3 shared references 2015Risk Attribution Using the Shapley Value: Methodology and Policy Applicationsarticle · 3 shared references 2017The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networksarticle · 3 shared references 2015Contagion in Financial Networkspreprint · 3 shared references 2013Counterparty Contagion in Context: Contributions to Systemic Riskchapter · 3 shared references 2012Systemic risk components and deposit insurance premiaarticle · 3 shared references

Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations35

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.2139/ssrn.1726107

openalex_workW2214815441

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