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Russian interbank networks: main characteristics and stability with respect to contagion

Author

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  • A. V. Leonidov
  • E. L. Rumyantsev

Abstract

Systemic risks characterizing the Russian overnight interbank market from the network point of view are analyzed.

Suggested Citation

  • A. V. Leonidov & E. L. Rumyantsev, 2012. "Russian interbank networks: main characteristics and stability with respect to contagion," Papers 1210.3814, arXiv.org.
    • Handle: RePEc:arx:papers:1210.3814
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    File URL: http://arxiv.org/pdf/1210.3814
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    References listed on IDEAS

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    1. Edson Bastos Santos & Rama Cont, 2010. "The Brazilian Interbank Network Structure and Systemic Risk," Working Papers Series 219, Central Bank of Brazil, Research Department.
    2. Prasanna Gai & Sujit Kapadia, 2010. "Contagion in financial networks," Bank of England working papers 383, Bank of England.
    3. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Risk Assessment for Banking Systems," Management Science, INFORMS, vol. 52(9), pages 1301-1314, September.
    4. 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.
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    Cited by:

    1. A. V. Leonidov & E. L. Rumyantsev, 2014. "Systemic Interbank Network Risks in Russia," Papers 1410.0125, arXiv.org.
    2. 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.
    3. 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.
    4. 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.

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