Results 31 to 40 of about 451,883 (298)
The formation of financial networks [PDF]
The RAND Journal of Economics, 2007 Modern banking systems are highly interconnected. Despite various benefits, linkages between banks carry the risk of contagion. In this article, I investigate whether banks can commit ex ante to mutually insure each other, when there is contagion risk in the financial system. I model banks' decisions to share this risk through bilateral agreements.
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RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS [PDF]
Mathematical Finance, 2010 We derive rigorous asymptotic results for the magnitude of contagion in a large counterparty network and give an analytical expression for the asymptotic fraction of defaults, in terms of network characteristics. Our results extend previous studies on contagion in random graphs to inhomogeneous‐directed graphs with a given degree sequence and arbitrary
Amini, H, Cont, R, Minca, A
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American Economic Review, 2007 Abstract Many applications of networks are nowadays aimed at the understanding of financial systems and institutions. This chapter presents some of them and discusses the results found.
Douglas M. Gale, Shachar Kariv
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Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution
Risks, 2019 We propose a statistical measure, based on correlation networks, to evaluate the systemic risk that could arise from the resolution of a failing or likely-to-fail financial institution, under three alternative scenarios: liquidation, private ...
Paolo Giudici, Laura Parisi
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Cogent Social Sciences, 2023 The study designed to identify the influence of artificial intelligence on the efficiency of Accounting Information Systems (AIS) in the Jordanian industial companies, where the descriptive analytical approach was used.
Mohammad Motasem Alrfai +5 more
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The Leaders, the Laggers, and the “Vulnerables”
Risks, 2020 We examine the lead-lag effect between the large and the small capitalization financial institutions by constructing two global weekly rebalanced indices.
Veni Arakelian, Shatha Qamhieh Hashem
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Technological and Economic Development of Economy, 2022 Security against systemic financial risks is the main theme for financial stability regulation. As modern financial markets are highly interconnected and complex networks, their network resilience is an important indicator of the ability of the ...
Gang Kou +3 more
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EntropyThe foreign exchange (FX) market has evolved into a complex system where locally generated information percolates through the dealer network via high-frequency interactions.
Aleksander Janczewski +2 more
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Frontiers in Environmental Science, 2022 Given the representativeness and availability of data, this paper selects personal posts from the Oriental Wealth Internet Cafe and Sina Internet Cafe Forum to analyze the mechanism of insurance company participation, investor sentiment, and stock price ...
Fangjing Hao +4 more
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International Journal of Financial StudiesFinancial markets often display nonlinear and turbulent dynamics during periods of stress, and crude-oil and global equity systems frequently demonstrate closely connected forms of instability. Earlier studies report multifractality, chaotic features and
Arash Sioofy Khoojine +3 more
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