Systemic risk in banking ecosystems

By Andrew G. Haldane, R. May. Nature, 2011

1,352 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Genetics, Sociology and Political Science

View Paper: https://www.semanticscholar.org/paper/4d45190d84f2fd225061cf60930f3d8e38565fc7

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Citations in the corpus

Realistic Control of Network Dynamics (2013, background): “This algorithm solves (6) subject to (7)–(10) as the limit of a sequence of quadratic programming subproblems, in which the constraints are linearized in each substep.”
Default Contagion in Financial Networks (2016, methodology): “Moreover, following [1] and [2], some considerations about systemic risk and risk contagion in banking network are discussed; in Section III, the major mathematical results related to the Erdős-Rény model, the Barabási-Albert model, and those concerning the evolving network theory, are collected, ma”
Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform (2015, background): “4See Haldane (2009), Haldane and May (2011) and Trichet (2011).”
Bank relationships, business cycles, and financial crises (2011, background): “8Some recent papers are Chan-Lau et al. (2009); Haldane (2009) and Haldane & May (2011).”
Extreme risk spillover network: application to financial institutions (2017, methodology): “In the financial system, network science has also emerged as a useful tool for describing the interconnectedness between financial agents (Schweitzer et al. 2009, Haldane and May 2011).”
Suppressing cascades of load in interdependent networks (2011, background): “Sandpile dynamics are paradigms for the cascades of load, self-organized criticality and power law distributions of event sizes that pervade disciplines, from neuronal avalanches [25–27] to cascades among banks [28] to earthquakes [29], landslides [30], forest fires [31, 32], solar flares [33, 34], ”
Learning the Structural Vocabulary of a Network (2017, neutral): “…f r o m h tt p :// d i r e c t. m i t. edu / ne c o / a r t i c l e - pd f/ 29 / 2 / 287 / 990447 / ne c o_ a_ 00924 . pd f b y gue s t on 18 S ep t e m be r 2021 design and evolution (Haldane & May, 2011; Buldyrev, Parshani, Paul, Stanley, & Havlin, 2010; Moore, Shannon, Voelker, & Savage, 2003).”
Finance, climate-change and radical uncertainty: Towards a precautionary approach to financial policy (2021, background): “…market failure in financial intermediation: what might be prudent behaviour from the perspective of an individual financial institution may be imprudent from a macro perspective if financial institutions engage in similar – herd-like – behaviour (Haldane and May, 2011; Nijskens and Wagner, 2011).”