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A network model of financial system resilience
16 references·16 citing·38 second hopsampled
A network model of financial system resilience (2012)A network model of financial system resil…Systemic risk in banking ecosystems (2011)Systemic risk in banking ecos…Complexity, concentration and contagion (2011)Complexity, concentration and…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…Basel Committee On Banking Supervision (2010)Basel Committee On Banking Su…Affine Point Processes and Portfolio Credit Risk (2010)Affine Point Processes and Po…Networks in Finance (2008)Networks in FinanceLiquidity Risk and Contagion (2005)Liquidity Risk and ContagionFinancial Networks: Contagion, Commitment, and Private Sector Bailouts (2005)Financial Networks: Contagion…Systemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade? (2000)Sulfur Dioxide Control by Ele…Financial Contagion (2000)Financial ContagionA comparative anatomy of credit risk models (2000)A comparative anatomy of cred…Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds (1996)Almost Everything You Wanted …The Losses Realized in Bank Failures (1991)The Losses Realized in Bank F…Slow Moving CapitalSlow Moving CapitalAnalyzing and forecasting China's financial resilience: Measurement techniques and identification of key influencing factors (2025)Analyzing and forecasting Chi…The Impact of Financial Resilience and Steady Growth on High-Quality Economic Development—Based on a Heterogeneous Intermediary Effect Analysis (2022)The Impact of Financial Resil…Financial market resilience and financial development: A global perspective (2022)Financial market resilience a…Analysis of Factors Affecting the Sustainable Success of Airlines During the COVID-19 Pandemic (2022)Analysis of Factors Affecting…Networks and systemic risk in the financial system (2019)Networks and systemic risk in…Banking system resilience: an empirical appraisal (2019)Banking system resilience: an…Addressing Systemic Risk Using Contingent Convertible Debt — A Network Analysis (2019)Addressing Systemic Risk Usin…Interbank credit and the money manufacturing process: a systemic perspective on financial stability (2018)Interbank credit and the mone…Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction (2018)Assessing systemic risk due t…Beyond the revolving door: Advocacy behavior and social distance to financial regulators (2017)Beyond the revolving door: Ad…Discovering complexity and emergent properties in project systems: A new approach to understanding project performance (2016)Discovering complexity and em…Too Interconnected to Fail: A Survey of the Interbank Networks Literature (2015)Too Interconnected to Fail: A…Too interconnected to fail: a survey of the interbank networks literature (2015)Too interconnected to fail: a…Centrality-Based Capital Allocations (2015)Centrality-Based Capital Allo…Financial regulations and bank credit to the real economy (2014)Financial regulations and ban…The Labor Share: A Review of Theory and Evidence (2011)The Labor Share: A Review of …Existence of an Equilibrium for a Competitive Economy (1954)Existence of an equilibrium for a competitive economy (2008)DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk (2012)Quantifying Trading Behavior in Financial Markets Using Google Trends (2013)A Climate Stress-Test of the Financial System (2016)Credit Rationing in Markets with Imperfect Information (1981)Market Liquidity and Funding Liquidity (2008)How likely is contagion in financial networks? (2014)Stability analysis of financial contagion due to overlapping portfolios (2014)Contagion in Financial Networks (2016)Bank Runs, Deposit Insurance, and Liquidity (1983)Input-output analysis foundations and extensions (2009)Network Structure and Systemic Risk in Banking Systems (2013)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Liquidity Shortages and Banking Crises (2002)Too many to fail—An analysis of time-inconsistency in bank closure policies (2006)Network models and financial stability (2007)Where the Risks Lie: A Survey on Systemic Risk (2015)A Monetary History of the United States 1867-1960 (1964)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Systemic Risk and Stability in Financial Networks (2015)A Theory of the Term Structure of Interest Rates (1985)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Coherent Measures of Risk (1999)The risk management of nothing (2009)Does Competition Reduce the Risk of Bank Failure? (2010)Markets: The Credit Rating Agencies (2010)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Ratings migration and the business cycle, with application to credit portfolio stress testing (2002)Good and bad credit contagion: Evidence from credit default swaps☆ (2007)Financial Networks and Contagion (2014)Contagion as a Wealth Effect (2001)A Rational Expectations Model of Financial Contagion (2002)Can environmental innovation facilitate carbon emissions reduction? Evidence from China (2016)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2000Financial Contagion3,393 cited
  • 2010Basel Committee On Banking Supervision1,591 cited
  • 2011Systemic risk in banking ecosystems1,476 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?1,186 cited
  • 2010Contagion in financial networks1,143 cited
  • 2005Liquidity Risk and Contagion879 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2000A comparative anatomy of credit risk models719 cited
  • 2010Simulation methods to assess the danger of contagion in interbank markets613 cited
  • 1996Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds483 cited
  • n.d.Slow Moving Capital464 cited
  • 2008Networks in Finance426 cited
  • 1991The Losses Realized in Bank Failures416 cited
  • 2005Financial Networks: Contagion, Commitment, and Private Sector Bailouts390 cited
  • 2010Affine Point Processes and Portfolio Credit Risk373 cited

Cited by

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  • 2016Discovering complexity and emergent properties in project systems: A new approach to understanding project performance118 cited
  • 2015Too interconnected to fail: a survey of the interbank networks literature82 cited
  • 2019Networks and systemic risk in the financial system61 cited
  • 2022Financial market resilience and financial development: A global perspective58 cited
  • 2015Too Interconnected to Fail: A Survey of the Interbank Networks Literature51 cited
  • 2017Beyond the revolving door: Advocacy behavior and social distance to financial regulators51 cited
  • 2011The Labor Share: A Review of Theory and Evidence47 cited
  • 2018Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction46 cited
  • 2014Financial regulations and bank credit to the real economy45 cited
  • 2019Addressing Systemic Risk Using Contingent Convertible Debt — A Network Analysis32 cited
  • 2019Banking system resilience: an empirical appraisal21 cited
  • 2025Analyzing and forecasting China's financial resilience: Measurement techniques and identification of key influencing factors20 cited
  • 2015Centrality-Based Capital Allocations20 cited
  • 2018Interbank credit and the money manufacturing process: a systemic perspective on financial stability19 cited
  • 2022The Impact of Financial Resilience and Steady Growth on High-Quality Economic Development—Based on a Heterogeneous Intermediary Effect Analysis15 cited
  • 2022Analysis of Factors Affecting the Sustainable Success of Airlines During the COVID-19 Pandemic13 cited