Russian interbank networks: main characteristics and stability with respect to contagion
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References listed on IDEAS
- Gai, Prasanna & Kapadia, Sujit, 2010. "Contagion in financial networks," Bank of England working papers 383, Bank of England.
- Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Risk Assessment for Banking Systems," Management Science, INFORMS, vol. 52(9), pages 1301-1314, September.
- Upper, Christian & Worms, Andreas, 2004.
"Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?,"
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- Christian Upper & Andreas Worms, 2001. "Estimating bilateral exposures in the German interbank market: is there a danger of contagion?," BIS Papers chapters,in: Bank for International Settlements (ed.), Marrying the macro- and micro-prudential dimensions of financial stability, volume 1, pages 211-229 Bank for International Settlements.
- 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.
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- Leonidov, A.V. & Rumyantsev, E.L., 2016.
"Default contagion risks in Russian interbank market,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 451(C), pages 36-48.
- A. V. Leonidov & E. L. Rumyantsev, 2014. "Default contagion risks in Russian interbank market," Papers 1409.1071, arXiv.org, revised Jan 2016.
- Tolga Umut Kuzubas & Burak Saltoglu & Can Sever, 2014. "Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation," Working Papers 2014/01, Bogazici University, Department of Economics.
- 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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NEP fieldsThis 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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