IDEAS home Printed from https://ideas.repec.org/r/arx/papers/1905.05931.html

What is the Minimal Systemic Risk in Financial Exposure Networks?

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. is not listed on IDEAS
  2. Jan Fialkowski & Christian Diem & Andr'as Borsos & Stefan Thurner, 2025. "A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk," Papers 2502.17044, arXiv.org.
  3. Wang, Chao & Liu, Xiaoxing & Chen, Boyi & Li, Menyu, 2023. "Topological properties of reconstructed credit networks and banking systemic risk," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
  4. Chao, Wang & Jing, Ma & Xiaoxing, Liu, 2023. "Optimizing systemic risk through credit network reconstruction," Emerging Markets Review, Elsevier, vol. 57(C).
  5. Amini, Hamed & Feinstein, Zachary, 2023. "Optimal network compression," European Journal of Operational Research, Elsevier, vol. 306(3), pages 1439-1455.
  6. Carro, Adrian & Stupariu, Patricia, 2024. "Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market," Journal of Financial Stability, Elsevier, vol. 71(C).
  7. Abhijit Chakraborty & Tobias Reisch & Christian Diem & Pablo Astudillo-Estévez & Stefan Thurner, 2024. "Inequality in economic shock exposures across the global firm-level supply network," Nature Communications, Nature, vol. 15(1), pages 1-8, December.
  8. Tinic, Murat & Sensoy, Ahmet & Demir, Muge & Nguyen, Duc Khuong, 2020. "Broker Network Connectivity and the Cross-Section of Expected Stock Returns," MPRA Paper 104719, University Library of Munich, Germany.
  9. Sulas, Alessandro & Maringer, Dietmar & Paterlini, Sandra, 2025. "Systemic risk from overlapping portfolios: A multi-objective optimization framework," International Review of Financial Analysis, Elsevier, vol. 97(C).
  10. Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Hussain Shahzad, Syed Jawad & Výrost, Tomáš, 2022. "Measuring systemic risk in the global banking sector: A cross-quantilogram network approach," Economic Modelling, Elsevier, vol. 109(C).
  11. Wang, Chao & Jia, Chenfang & Liu, Xiaoxing, 2025. "Carbon-related credit concentration and banking systemic risk due to climate transition shocks," International Review of Financial Analysis, Elsevier, vol. 105(C).
  12. Alexandre, Michel & Silva, Thiago Christiano & Tabak, Benjamin Miranda, 2024. "The labor market channel of systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 168(C).
  13. Tabachová, Zlata & Diem, Christian & Borsos, András & Burger, Csaba & Thurner, Stefan, 2024. "Estimating the impact of supply chain network contagion on financial stability," Journal of Financial Stability, Elsevier, vol. 75(C).
  14. Shuyue Jin & Lei Song & Lei Shu & Qifeng Gao & Yu Chen, 2024. "Systemic risk in Chinese interbank lending networks: insights from short-term and long-term lending data," Empirical Economics, Springer, vol. 67(6), pages 2539-2564, December.
  15. Raphael Auer & Bernhard Haslhofer & Stefan Kitzler & Pietro Saggese & Friedhelm Victor, 2024. "The technology of decentralized finance (DeFi)," Digital Finance, Springer, vol. 6(1), pages 55-95, March.
  16. Wang, Ze & Gao, Xiangyun & Huang, Shupei & Sun, Qingru & Chen, Zhihua & Tang, Renwu & Di, Zengru, 2022. "Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach," International Review of Financial Analysis, Elsevier, vol. 84(C).
  17. William Schueller & Christian Diem & Melanie Hinterplattner & Johannes Stangl & Beate Conrady & Markus Gerschberger & Stefan Thurner, 2022. "Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk," Papers 2201.13325, arXiv.org.
  18. Schuster, Hannah & Polleres, Axel & Wachs, Johannes, 2024. "Stress-testing road networks and access to medical care," Transportation Research Part A: Policy and Practice, Elsevier, vol. 181(C).
  19. Han, Wang-Zhe & Meng, Wanshan, 2025. "Does AI contribute to systemic risk reduction in non-financial corporations?," The Quarterly Review of Economics and Finance, Elsevier, vol. 100(C).
  20. Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.
  21. Aryo Sasongko & Cicilia Anggadewi Harun & Rahutomo Anugrah Dewanto & Wahyu Widianti & Geyana Ledy Fista & Kusfisiami Wima Mustika & Astrika Erlin & Ibrahmi Adrian Nugroho & Putra Prima Raka & Misbahol, 2024. "Analysis Of Primary Dealer Implementation In Pro Market Monetary Operation Transactions," Working Papers WP/10/2024, Bank Indonesia.
  22. Wang, Chao & Liu, Xiaoxing & He, Jianmin, 2022. "Does diversification promote systemic risk?," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
  23. Hamed Amini & Zachary Feinstein, 2020. "Optimal Network Compression," Papers 2008.08733, arXiv.org, revised Jul 2022.
  24. Chao Wang & Boyi Chen & Xiaoxing Liu, 2024. "Credit diversification and banking systemic risk," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(1), pages 59-83, January.
  25. Bo Zhu & Xin Hu & Yuanyue Deng & Renda Lin, 2023. "Systemic risk prevention policies targeting systemically important banks: Does clustering pattern matter?," PLOS ONE, Public Library of Science, vol. 18(4), pages 1-27, April.
  26. Alessandro Ferracci & Giulio Cimini, 2021. "Systemic risk in interbank networks: disentangling balance sheets and network effects," Papers 2109.14360, arXiv.org, revised Sep 2022.
  27. Le, Richard & Ku, Hyejin, 2022. "Reducing systemic risk in a multi-layer network using reinforcement learning," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 605(C).
  28. Zdzislaw Burda & Malgorzata J. Krawczyk & Krzysztof Malarz & Malgorzata Snarska, 2021. "Wealth rheology," Papers 2105.08048, arXiv.org, revised Jun 2021.
  29. Noemi Schmitt & Ivonne Schwartz & Frank Westerhoff, 2022. "Heterogeneous speculators and stock market dynamics: a simple agent-based computational model," The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1263-1282, October.
  30. Ahn, Dohyun & Kim, Kyoung-Kuk & Kwon, Eunji, 2023. "Multivariate stress scenario selection in interbank networks," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
  31. Marco Bardoscia & Paolo Barucca & Stefano Battiston & Fabio Caccioli & Giulio Cimini & Diego Garlaschelli & Fabio Saracco & Tiziano Squartini & Guido Caldarelli, 2021. "The Physics of Financial Networks," Papers 2103.05623, arXiv.org.
  32. Pichler, Anton & Poledna, Sebastian & Thurner, Stefan, 2021. "Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem," Journal of Financial Stability, Elsevier, vol. 52(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.