Complex Financial Networks and Systemic Risk: A Review

No 2014/04, Discussion Papers from University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM)

Abstract: In this paper we review recent advances in financial economics in relation to the measurement of systemic risk. We start by reviewing studies that apply traditional measures of risk to financial institutions. However, the main focus of the review is on studies that use network analysis paying special attention to those that apply complex analysis techniques. Applications of these techniques for the analysis and pricing of systemic risk has already provided significant benefits at least at the conceptual level but it also looks very promising from a practical point of view.

Keywords: Comlex Financial Systems; Networks; Systemic Risk (search for similar items in EconPapers)
Date: 2014-04
New Economics Papers: this item is included in nep-ban, nep-hme, nep-hpe, nep-net and nep-rmg
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

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https://www.nottingham.ac.uk/cfcm/documents/papers/cfcm-2014-04.pdf (application/pdf)

Related works:
Chapter: Complex Financial Networks and Systemic Risk: A Review (2015)
Working Paper: Complex Financial Networks and Systemic Risk: A Review (2015)
Working Paper: Complex Financial Networks and Systemic Risk: A Review (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:not:notcfc:14/04

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