Systemic Risk in Financial Networks: A Survey
Abstract
We provide an overview of the relationship between financial networks and systemic risk. We present a taxonomy of different types of systemic risk, differentiating between direct externalities between financial organizations (e.g., defaults, correlated portfolios, fire sales), and perceptions and feedback effects (e.g., bank runs, credit freezes). We also discuss optimal regulation and bailouts, measurements of systemic risk and financial...
Paper Details
Title
Systemic Risk in Financial Networks: A Survey
Published Date
Aug 5, 2021
Journal
Volume
13
Issue
1
Pages
171 - 202
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