Work

Systemic Interbank Network Risks in Russia

Year: 2014

Type: preprint

Abstract: Modelling of contagion in interbank networks is discussed. A model taking into account bow-tie structure and dissasortativity of interbank networks is developed. The model is shown to provide a good quantitative description of the Russian interbank market. Detailed arguments favoring the non-percolative nature of contagion-related risks in the Russian interbank market are given.

Source: RePEc: Research Papers in Economics

DOI: 10.48550/arxiv.1410.0125

Authors: Leonidov, A. V., Rumyantsev, E. L.

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1481698301

Cites: 4

Cited by: 2

Related to: 20