English

Russian interbank networks: main characteristics and stability with respect to contagion

Risk Management 2012-10-16 v1
Authors: A. V. Leonidov , E. L. Rumyantsev
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Abstract

Systemic risks characterizing the Russian overnight interbank market from the network point of view are analyzed.

Keywords

interbank networks systemic risk contagion russian market overnight market network analysis financial stability

Cite

@article{arxiv.1210.3814,
  title  = {Russian interbank networks: main characteristics and stability with respect to contagion},
  author = {A. V. Leonidov and E. L. Rumyantsev},
  journal= {arXiv preprint arXiv:1210.3814},
  year   = {2012}
}

Comments

To appear in the Proceedings the International Conference "Instabilities and Control of Excitable Networks: from macro- to nano- systems"

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