A dynamic network model of interbank lending-systemic risk and liquidity provisioning
Year of publication: |
2020
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Authors: | Capponi, Agostino ; Sun, Xu ; Yao, David D. |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 45.2020, 3, p. 1127-1152
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Subject: | dynamic interbanking networks | systemic risk | large networks asymptotics | Unternehmensnetzwerk | Business network | Interbankenmarkt | Interbank market | Theorie | Theory | Systemrisiko | Systemic risk | Netzwerk | Network | Bankenliquidität | Bank liquidity | Geldmarkt | Money market | Bankrisiko | Bank risk | Bank | Risiko | Risk |
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