Evolutionary systemic risk: Fisher information flow metric in financial network dynamics

2016 ◽  
Vol 445 ◽  
pp. 318-327 ◽  
Author(s):  
Khaldoun Khashanah ◽  
Hanchao Yang
Keyword(s):  
Information Flow ◽  
Fisher Information ◽  
Systemic Risk ◽  
Network Dynamics ◽  
Financial Network

scholarly journals Transmission channels of systemic risk and contagion in the European financial network

2015 ◽  
Vol 61 ◽  
pp. S36-S52 ◽  
Author(s):  
Nikos Paltalidis ◽  
Dimitrios Gounopoulos ◽  
Renatas Kizys ◽  
Yiannis Koutelidakis
Keyword(s):  
Systemic Risk ◽  
Financial Network ◽  
Transmission Channels

scholarly journals Diversification and Systemic Risk: A Financial Network Perspective

Risks ◽  
2018 ◽  
Vol 6 (2) ◽  
pp. 54 ◽  
Author(s):  
Rüdiger Frey ◽  
Juraj Hledik
Keyword(s):  
Systemic Risk ◽  
Financial Network

scholarly journals Balance between Noise and Information Flow Maximizes Set Complexity of Network Dynamics

PLoS ONE ◽  
2013 ◽  
Vol 8 (3) ◽  
pp. e56523 ◽  
Author(s):  
Tuomo Mäki-Marttunen ◽  
Juha Kesseli ◽  
Matti Nykter
Keyword(s):  
Information Flow ◽  
Network Dynamics

scholarly journals The Founding of the Federal Reserve, the Great Depression, and the Evolution of the U.S. Interbank Network

2019 ◽  
Vol 80 (1) ◽  
pp. 69-99 ◽  
Author(s):  
Matthew Jaremski ◽  
David C. Wheelock
Keyword(s):  
Great Depression ◽  
Federal Reserve ◽  
Systemic Risk ◽  
Important Determinant ◽  
Survival Rates ◽  
Financial Network ◽  
The Great Depression ◽  
Key Events ◽  
The U.S ◽  
Over Time

Financial network structure is an important determinant of systemic risk. This article examines how the U.S. interbank network evolved over a long and important period that included two key events: the founding of the Federal Reserve and the Great Depression. Banks established connections to correspondents that joined the Federal Reserve in cities with Fed offices, initially reducing overall network concentration. The network became even more focused on Fed cities during the Depression, as survival rates were higher for banks with more existing connections to Fed cities, and as survivors established new connections to those cities over time.

scholarly journals Role of Recovery in Evolving Protection against Systemic Risk: A Mechanical Perspective in Network-Agent Dynamics

Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-23
Author(s):  
Chulwook Park
Keyword(s):  
Systemic Risk ◽  
Random Network ◽  
Network Dynamics ◽  
Risk Measurement ◽  
Operating Principle ◽  
General Regularity ◽  
Alternative Interventions

We propose a model of evolving protection against systemic risk related to recovery. Using the failure potential in network-agent dynamics, we present a process-based simulation that provides insights into alternative interventions and their mechanical uniqueness. The fundamental operating principle of this model is that computation allows greater emphasis on optimizing the recovery within the general regularity of random network dynamics. The rules and processes that are used here could be regarded as useful techniques in systemic risk measurement relative to numerical failure reduction analyses.

A financial network perspective of financial institutions’ systemic risk contributions

2016 ◽  
Vol 456 ◽  
pp. 183-196 ◽  
Author(s):  
Wei-Qiang Huang ◽  
Xin-Tian Zhuang ◽  
Shuang Yao ◽  
Stan Uryasev
Keyword(s):  
Financial Institutions ◽  
Systemic Risk ◽  
Financial Network

scholarly journals Transmission Channels of Systemic Risk and Contagion in the European Financial Network

2014 ◽  
Author(s):  
Nikos Paltalidis ◽  
Dimitrios Gounopoulos ◽  
Renatas Kizys ◽  
Yiannis Koutelidakis
Keyword(s):  
Systemic Risk ◽  
Financial Network ◽  
Transmission Channels
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