Assessing Systemic Risk in the Brazilian Interbank Market
暂无分享,去创建一个
Benjamin M. Tabak | Sergio Rubens Stancato de Souza | S. M. Guerra | Solange Maria Guerra | B. Tabak
[1] Giulia Iori,et al. Systemic Risk on the Interbank Market , 2004 .
[2] Alfred Lehar. Measuring Systemic Risk: A Risk Management Approach , 2005 .
[3] Jean-Charles Rochet,et al. Systemic risk, interbank relations and liquidity provision by the Central Bank , 2000 .
[4] Franklin Allen,et al. Competition and Financial Stability , 2003 .
[5] G. Caldarelli,et al. DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk , 2012, Scientific Reports.
[6] J. End. Liquidity Stress-Tester: A Model for Stress-testing Banks’ Liquidity Risk , 2010 .
[7] Rajeev Motwani,et al. The PageRank Citation Ranking : Bringing Order to the Web , 1999, WWW 1999.
[8] J. Rochet,et al. Interbank Lending and Systemic Risk , 1996 .
[9] Craig H. Furfine,et al. Interbank Exposures: Quantifying the Risk of Contagion , 2003 .
[10] Systemically Important Accounts, Network Topology and Contagion in Artis , 2008 .
[11] Larry Eisenberg,et al. Systemic Risk in Financial Networks , 1999, Manag. Sci..
[12] F. Black,et al. The Pricing of Options and Corporate Liabilities , 1973, Journal of Political Economy.
[13] Paolo Emilio Mistrulli,et al. Assessing Financial Contagion in the Interbank Market: Maximum Entropy Versus Observed Interbank Lending Patterns , 2007 .
[14] Hideki Takayasu,et al. Fractal Network derived from banking transaction -- An analysis of network structures formed by financial institutions -- , 2004 .
[15] S. Markose,et al. Monetary and Capital Markets Department Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax , 2012 .
[16] Jukka M. Vesala,et al. Cross-Border Bank Contagion in Europe , 2006, SSRN Electronic Journal.
[17] Hans Degryse,et al. Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System , 2004 .
[18] Samuel W. Malone,et al. Macrofinancial risk analysis , 2008 .
[19] Benjamin M. Tabak,et al. Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks , 2009 .
[20] Walter E. Beyeler,et al. The topology of interbank payment flows , 2007 .
[21] F. Castiglionesi. Financial contagion and the role of the Central Bank , 2007 .
[22] L. Embree,et al. Network Analysis and Canada's Large Value Transfer System , 2009 .
[23] Serafín Martínez-Jaramillo,et al. Systemic risk, financial contagion and financial fragility , 2010 .
[24] Frederick S. Hillier,et al. Introduction of Operations Research , 1967 .
[25] R. C. Merton,et al. On the Pricing of Corporate Debt: The Risk Structure of Interest Rates , 1974, World Scientific Reference on Contingent Claims Analysis in Corporate Finance.
[26] Franklin Allen,et al. Financial Contagion , 2000, Journal of Political Economy.
[27] Christian Upper,et al. Using Counterfactual Simulations to Assess the Danger of Contagion in Interbank Markets , 2007 .
[28] Jean-Pierre Müller,et al. Interbank Credit Lines as a Channel of Contagion , 2006 .
[29] Alex W. H. Chan. Merton, Robert C. , 2010 .
[30] Ronald Heijmans,et al. Towards a Network Description of Interbank Payment Flows , 2008 .
[31] Leibniz-Informationszentrum Wirtschaft,et al. Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion? , 2002 .
[32] Helmut Elsinger,et al. Risk Assessment for Banking Systems , 2003, Manag. Sci..
[33] Renée Fry,et al. Actually this Time is Different , 2011 .
[34] Michael Boss,et al. Network topology of the interbank market , 2003, cond-mat/0309582.