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Systemic risk in financial systems : a feedback approach

Silva, Thiago Christiano; Silva, Michel Alexandre da; … - In: Journal of economic behavior & organization : JEBO 144 (2017), pp. 97-120

Persistent link: https://www.econbiz.de/10011926888

Chapter 6. Models of Financial Stability and Their Application in Stress Tests

Aymanns, Christoph; Farmer, J. Doyne; Kleinnijenhuis, … - In: Handbook of computational economics : Volume 4: …, (pp. 329-391). 2018

We review heterogeneous agent models of financial stability and their application in stress tests. In contrast to the mainstream approach, which relies heavily on the rational expectations assumption and focuses on situations where it is possible to compute an equilibrium, this approach...

Persistent link: https://www.econbiz.de/10014024350

Macroprudential policies, national culture, and bank systemic risk : a cross-country comparison

Lu, Yiming; Wang, Yu - In: Finance research letters 58 (2023) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10014580914

Financial networks and stress testing : challenges and new research avenues for systemic risk analysis and financial stability implications

Battiston, Stefano; Martinez-Jaramillo, Serafin - In: Journal of financial stability 35 (2018), pp. 6-16

Persistent link: https://www.econbiz.de/10012156829

Measuring systemic risk across financial market infrastructures

Li, Fuchun; Perez-Saiz, Hector - In: Journal of financial stability 34 (2018), pp. 1-11

Persistent link: https://www.econbiz.de/10012156785

Interconnected banks and systemically important exposures

Roncoroni, Alan; Battiston, Stefano; D'Errico, Marco; … - In: Journal of economic dynamics & control 133 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10014535809

Topological properties of reconstructed credit networks and banking systemic risk

Wang, Chao; Liu, Xiaoxing; Chen, Boyi; Li, Menyu - In: The North American journal of economics and finance : a … 66 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014483644

Transmission channels of systemic risk and contagion in the European financial network

Paltalidis, Nikos; Gounopoulos, Dimitrios; Kizys, Renatas; … - In: Journal of banking & finance 61 (2015), pp. 36-52

Persistent link: https://www.econbiz.de/10011584245

Systemic risk in the consumer credit network across financial institutions

Jung, Hosung; Kim, Hyun Hak - In: Journal of the Asia Pacific economy 29 (2024) 3, pp. 1462-1482

Persistent link: https://www.econbiz.de/10015053481

A model-based index for systemic risk contribution measurement in financial networks

Deng, Yang; Zhang, Ziqing; Zhu, Li - In: Economic modelling 95 (2021), pp. 35-48

Persistent link: https://www.econbiz.de/10012695628