Russian Interbank Systemic Risks Assessment from the Network Topology Point of View
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- A. V. Leonidov & E. L. Rumyantsev, 2014. "Systemic Interbank Network Risks in Russia," Papers 1410.0125, arXiv.org.
- Leonidov, A.V. & Rumyantsev, E.L., 2016.
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- A. V. Leonidov & E. L. Rumyantsev, 2014. "Default contagion risks in Russian interbank market," Papers 1409.1071, arXiv.org, revised Jan 2016.
More about this item
Keywordsinterbank market; systemic risk; contagion; network;
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- D47 - Microeconomics - - Market Structure, Pricing, and Design - - - Market Design
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
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