Systemic cascades on inhomogeneous random financial networks
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DOI: 10.1007/s11579-022-00315-7
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Cited by:
- Giuseppe Calafiore & Giulia Fracastoro & Anton Proskurnikov, 2024. "Default Resilience and Worst-Case Effects in Financial Networks," Papers 2403.10631, arXiv.org.
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Keywords
Systemic risk; Banking network; Random financial network; Cascade; Interbank exposure; Funding liquidity; Insolvency; Locally tree-like;All these keywords.
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