Russian Interbank Systemic Risks Assessment from the Network Topology Point of View
AbstractThe authors study the structure of interbank unsecured loans market from the network topology point of view as well as systemic risks related to sufficiency of bank capital. The paper discusses both theoretical and practical aspects of the interbank credit market analysis.
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Bibliographic InfoArticle provided by New Economic Association in its journal Journal of the New Economic Association.
Volume (Year): 19 (2013)
Issue (Month): 3 ()
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More information through EDIRC
interbank market; systemic risk; contagion; network;
Find related papers by JEL classification:
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- D47 - Microeconomics - - Market Structure and Pricing - - - Market Design
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
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