Leveraging the Network: A Stress-Test Framework Based on DebtRank-Reference-Cited by-同舟云学术

Leveraging the Network: A Stress-Test Framework Based on DebtRank

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Battiston Stefano,Caldarelli Guido,D'Errico Marco,Gurciullo Stefano

Publisher

Elsevier BV

Reference63 articles.

1. Systemic Risk and Stability in Financial Networks

2. Filling in the Blanks: Network Structure and Interbank Contagion

3. DebtRank Analysis of the Japanese Credit Network;H Aoyama;IDEAS repec,2011

4. Global systemically important banks: Assessment methodology and the additional loss absorbency requirement;Basel Committee on Banking Supervision,2011

5. Credit Default Cascades: When Does Risk Diversification Increase Stability;S Battiston;Journal of Financial Stability,2012

Cited by 16 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods;Annals of Operations Research;2021-06-02

2. Adjustable network reconstruction with applications to CDS exposures;Journal of Multivariate Analysis;2019-07

3. The Architecture of Power: Patterns of Disruption and Stability in the Global Ownership Network;SSRN Electronic Journal;2019

4. Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model;Review of Quantitative Finance and Accounting;2018-05-25

5. Monitoring vulnerability and impact diffusion in financial networks;Journal of Economic Dynamics and Control;2017-03