Russian interbank networks: main characteristics and stability with respect to contagion
AbstractSystemic risks characterizing the Russian overnight interbank market from the network point of view are analyzed.
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Bibliographic InfoPaper provided by arXiv.org in its series Papers with number 1210.3814.
Date of creation: Oct 2012
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Web page: http://arxiv.org/
This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-10-27 (All new papers)
- NEP-BAN-2012-10-27 (Banking)
- NEP-CIS-2012-10-27 (Confederation of Independent States)
- NEP-CWA-2012-10-27 (Central & Western Asia)
- NEP-NET-2012-10-27 (Network Economics)
- NEP-TRA-2012-10-27 (Transition Economics)
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- Upper, Christian & Worms, Andreas, 2004.
"Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?,"
European Economic Review,
Elsevier, vol. 48(4), pages 827-849, August.
- Upper, Christian & Worms, Andreas, 2002. "Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?," Discussion Paper Series 1: Economic Studies 2002,09, Deutsche Bundesbank, Research Centre.
- Helmut Elsinger & Alfred Lehar & Martin Summer, 2006.
"Risk Assessment for Banking Systems,"
INFORMS, vol. 52(9), pages 1301-1314, September.
- Leonidov, A. & Rumyantsev, E., 2013. "Russian Interbank Systemic Risks Assessment from the Network Topology Point of View," Journal of the New Economic Association, New Economic Association, vol. 19(3), pages 65-80.
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