Quantification of systemic risk from overlapping portfolios in the financial system
Year of publication: |
2021
|
---|---|
Authors: | Poledna, Sebastian ; Martínez-Jaramillo, Serafín ; Caccioli, Fabio ; Thurner, Stefan |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 52.2021, p. 1-9
|
Subject: | Systemic risk | Overlapping portfolios | Financial networks | Financial regulation | Multi-layer networks | Systemrisiko | Portfolio-Management | Portfolio selection | Finanzsektor | Financial sector | Finanzmarkt | Financial market | Unternehmensnetzwerk | Business network | Finanzsystem | Financial system | Bankrisiko | Bank risk | Theorie | Theory |
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