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Systemic Risk Management in Financial Networks with Credit Default Swaps. (2017). Thurner, Stefan ; Leduc, Mathieu ; Poledna, Sebastian.
In: Papers.
RePEc:arx:papers:1601.02156.

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  1. The Unified Framework for Modelling Credit Cycles with Marshall-Walras Price Formation Process And Systemic Risk Assessment. (2023). Fortuna, Kamil ; Szwabi, Janusz.
    In: Papers.
    RePEc:arx:papers:2305.06337.

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  2. How Connected is Too Connected? Impact of Network Topology on Systemic Risk and Collapse of Complex Economic Systems. (2021). Vie, Aymeric ; Morales, Alfredo J.
    In: Computational Economics.
    RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10021-5.

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  3. Debt Swapping for Risk Mitigation in Financial Networks. (2021). Wattenhofer, Roger ; Papp, P'Al Andr'As.
    In: Papers.
    RePEc:arx:papers:2107.05359.

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  4. Default Ambiguity: Finding the Best Solution to the Clearing Problem. (2021). Wattenhofer, Roger ; Papp, P'Al Andr'As.
    In: Papers.
    RePEc:arx:papers:2002.07741.

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  5. Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks. (2020). Seuken, Sven ; Schuldenzucker, Steffen ; Battiston, Stefano.
    In: Management Science.
    RePEc:inm:ormnsc:v:66:y:2020:i:5:p:1981-1998.

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  6. Risk contagion in multilayer network of financial markets. (2020). Li, Shouwei ; Wang, HU.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:541:y:2020:i:c:s037843711931862x.

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  7. Complex network construction of Internet finance risk. (2020). Meng, Runyu ; Xu, Runjie ; Mierzwiak, Rafa.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119316619.

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  8. What is the minimal systemic risk in financial exposure networks?. (2020). Thurner, Stefan ; Pichler, Anton ; Diem, Christian.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300683.

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  9. Sequential Defaulting in Financial Networks. (2020). Wattenhofer, Roger ; Papp, P'Al Andr'As.
    In: Papers.
    RePEc:arx:papers:2011.10485.

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  10. Network-Aware Strategies in Financial Systems. (2020). Wattenhofer, Roger ; Papp, P'Al Andr'As.
    In: Papers.
    RePEc:arx:papers:2002.07566.

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  11. Risk Fluctuation Characteristics of Internet Finance: Combining Industry Characteristics with Ecological Value. (2020). Xiao, Yadong ; Marshall, Tom ; Xu, Runjie ; Ye, Nan ; Shuai, Hefan ; Mi, Chuanmin.
    In: Papers.
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  12. Interconnected Conditions of Homogeneous and Heterogeneous Behavior in Agent-Based Models- Matrix with Calculated Vectors. (2020). Park, Chulwook.
    In: Biomedical Journal of Scientific & Technical Research.
    RePEc:abf:journl:v:25:y:2020:i:4:p:19333-19341.

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  13. How connected is too connected? Impact of network topology on systemic risk and collapse of complex economic systems. (2019). VI, Aymeric ; Morales, Alfredo J.
    In: Papers.
    RePEc:arx:papers:1912.09814.

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  14. Network and Agent Dynamics with Evolving Protection against Systemic Risk. (2019). Park, Chulwook.
    In: Papers.
    RePEc:arx:papers:1907.11622.

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  15. Complex Network Construction of Internet Financial risk. (2019). Mi, Chuanmin ; Xu, Runjie ; Mierzwiak, Rafal.
    In: Papers.
    RePEc:arx:papers:1904.06640.

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  16. Impact of Contingent Payments on Systemic Risk in Financial Networks. (2018). Feinstein, Zachary ; Banerjee, Tathagata.
    In: Papers.
    RePEc:arx:papers:1805.08544.

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  17. Identifying systemically important companies in the entire liability network of a small open economy. (2018). Thurner, Stefan ; Poledna, Sebastian ; Hinteregger, Abraham.
    In: Papers.
    RePEc:arx:papers:1801.10487.

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  18. Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes. (2017). Thurner, Stefan ; Poledna, Sebastian ; Bochmann, Olaf .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:77:y:2017:i:c:p:230-246.

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References

References cited by this document

  1. Acemoglu, D., Ozdaglar, A., and Tahbaz-Salehi, A. 2013. Systemic risk and stability in financial networks. Tech. rep., National Bureau of Economic Research.

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  13. Leduc, M. V., Rovenskaya, E., and Thurner, S. 2015. Incentivizing resilience in financial networks.
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  14. Poledna, S. and Thurner, S. 2014. Elimination of systemic risk in financial networks by means of a systemic risk transaction tax. arXiv preprint arXiv:1401.8026.

  15. Poledna, S., Molina-Borboa, J. L., Martı́nez-Jaramillo, S., van der Leij, M., and Thurner, S. 2015. The multi-layer network nature of systemic risk and its implications for the costs of financial crises. arXiv preprint arXiv:1505.04276. 20 Leduc, Poledna & Thurner

  16. Thurner, S. and Poledna, S. 2013. Debtrank-transparency: Controlling systemic risk in financial networks. Scientific reports 3.

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