Corpus ID: 158963964

Network Sensitivity of Systemic Risk

  title={Network Sensitivity of Systemic Risk},
  author={Amanah Ramadiah and Domenico Di Gangi and D. Sardo and V. Macchiati and Tuan Pham Minh and F. Pinotti and M. Wilinski and P. Barucca and G. Cimini},
  journal={arXiv: Risk Management},
  • Amanah Ramadiah, Domenico Di Gangi, +6 authors G. Cimini
  • Published 2018
  • Economics, Physics
  • arXiv: Risk Management
  • The recent stream of literature of systemic risk in financial markets emphasized the key importance of considering the complex interconnections among financial institutions. Much efforts has been put to model the contagion dynamics of financial shocks, and to assess the resilience of specific financial markets---either using real data, reconstruction techniques or simple toy networks. Here we address the more general problem of how the shock propagation dynamics depends on the topological… CONTINUE READING
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