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Mathematics, 2023 Modeling the effects and paths of systemic financial risk contagion is significant for financial stability. This paper focuses on China’s systemic financial risk from the perspective of dynamic networks.
Beibei Zhang, Xuemei Xie, Chunmei Li
doaj +1 more source
Agribusiness, EarlyView., 2023 Abstract For a significant global segment, the volatility in grain prices presents a substantial menace to food accessibility and security. In the global pandemic and the Russia–Ukraine conflict (RUW), numerous nations were caught off guard, exacerbating this predicament and leading to instances where citizens faced purchasing restrictions on sunflower
Faruk Urak
wiley +1 more source
Contagion in Financial Networks [PDF]
Journal of Economic Literature, 2015 The recent financial crisis has prompted much new research on the interconnectedness of the modern financial system and the extent to which it contributes to systemic fragility. Network connections diversify firms' risk exposures, but they also create channels through which shocks can spread by contagion.
Paul Glasserman +3 more
openaire +6 more sources
COVID‐19 in the Pacific territories: Isolation, borders and the complexities of governance
Asia &the Pacific Policy Studies, Volume 9, Issue 3, Page 394-407, September 2022., 2022 Abstract Early experience of COVID‐19 in seven Pacific politically dependent territories (Guam, American Samoa, Pitcairn, Tokelau, French Polynesia, Wallis and Futuna, and New Caledonia) emphasises a diversity of contexts, responses, outcomes and possible futures.
John Connell
wiley +1 more source
Contagion in Financial Networks [PDF]
SSRN Electronic Journal, 2007 This paper develops an analytical model of contagion in financial networks with arbitrary structure. We explore how the probability and potential impact of contagion is influenced by aggregate and idiosyncratic shocks, changes in network structure and asset market liquidity.
Prasanna Gai +2 more
openaire +4 more sources
Financial Networks and Contagion [PDF]
American Economic Review, 2012 We study cascades of failures in a network of interdependent financial organizations: how discontinuous changes in asset values (e.g., defaults and shutdowns) trigger further failures, and how this depends on network structure. Integration (greater dependence on counterparties) and diversification (more counterparties per organization) have different,
Benjamin Golub +3 more
openaire +6 more sources
Impact of bank regulation on risk of Islamic and conventional banks
International Journal of Finance &Economics, Volume 28, Issue 1, Page 1025-1062, January 2023., 2023 Abstract We analyse the impact of bank regulation on the risks of Islamic banks (IBs) and conventional banks (CBs) between 2004 and 2015 by employing 455 CBs and 95 IBs from 22 countries where IBs and CBs coexist. Since the objective of Basel regulations is to achieve a stable banking sector by mitigating risks, we examine the impact of bank ...
Hafiz Hoque, Heng Liu
wiley +1 more source
Liquidity, Contagion and Financial Crisis [PDF]
SSRN Electronic Journal, 2010 We develop a theoretical model where a redistribution of bank capital (e.g., due to reckless trading and/or faulty risk management) leads to a “freeze” of the interbank market. The fire-sale market plays a central role in spreading the crisis to the real economy.
Guembel, Alexander, Sussman, Oren
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Identifying path of Global Financial Crisis Contagion Direction on Industries of Iran Stock Market [PDF]
Iranian Journal of Finance, 2020 Simultaneous understanding of volatilities and changes in financial markets is very important to optimize the portfolio and risk management methods. The 2008 financial crisis led into devaluation of most assets, increased volatilities and endangered ...
Mojtaba Karimi +3 more
doaj +1 more source
Mandatory Disclosure and Financial Contagion [PDF]
Journal of Economic Theory, 2015 The paper analyzes the welfare implications of a policy of mandatory disclosure of information on the value of directly held investments by banks. It is based on a model of payments in a network where the value of a bank’s equity depends on the value of directly held investment of its trading partners, i.e. there is “contagion”. Additionally banks have
Fernando Alvarez, Gadi Barlevy
openaire +5 more sources