Assessing the Systemic Implications of Financial Linkages

By J. Chan-Lau, Marco Espinosa, Kay Giesecke, Juan Solé. 2009

135 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Too Interconnected to Fail: A Survey of the Interbank Networks Literature (2015, methodology): “models for stress testing exercises (Anand et al., 2014a; Canedo and Jaramillo, 2009; Chan-Lau et al., 2009; Espinosa-Vega and Solé, 2014; Ha laj and Kok, 2015).”
Bank relationships, business cycles, and financial crises (2011, background): “(8)Some recent papers are Chan-Lau et al. (2009); Haldane (2009) and Haldane & May (2011).”
RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS (2011, unknown): “The acknowledgement of different types of interbank connections and the associated contagion mechanisms led to an increased advocacy to account for network effects when discussing regulatory requirements [24, 14].”
TENET: Tail-Event driven NETwork risk (2016, background): “…e.g. by Bisias et al. (2012), Rodriguez-Moreno and Peña (2013) and others; statistical modelling based on default probabilities by Lehar (2005), Huang et al. (2009), and others; graph theory and network topology, e.g. Boss et al. (2006), Chan-Lau et al. (2009), and Diebold and Yilmaz (2014).”