Portfolio diversification and systemic risk in interbank networks

Paolo Tasca, Stefano Battiston, Andrea Deghi

Year of publication:	September 2017
Authors:	Tasca, Paolo ; Battiston, Stefano ; Deghi, Andrea
Published in:	Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 82.2017, p. 96-124
Subject:	Naive diversification \| Leverage \| Default probability \| Financial networks \| Contagion \| Systemic risk \| Systemrisiko \| Bankrisiko \| Bank risk \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Ansteckungseffekt \| Contagion effect \| Unternehmensnetzwerk \| Business network \| Kreditrisiko \| Credit risk \| Bankenkrise \| Banking crisis \| Interbankenmarkt \| Interbank market \| Diversifikation \| Diversification \| Finanzkrise \| Financial crisis

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