Network models of financial systemic risk: a review

F Caccioli, P Barucca, T Kobayashi - Journal of Computational Social …, 2018 - Springer
The global financial system can be represented as a large complex network in which banks,
hedge funds and other financial institutions are interconnected to each other through visible …

Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach

Z Wang, X Gao, S Huang, Q Sun, Z Chen… - International Review of …, 2022 - Elsevier
Measuring the systemic risk contribution (SRC) of country-level stock markets helps
understand the rise of extreme risks in the worldwide stock system to prevent potential …

Structure, robustness and supply risk in the global wind turbine trade network

L Zhao, Y Yang, X Bai, L Chen, AL Lu, X Zhang… - … and Sustainable Energy …, 2023 - Elsevier
With the increasingly devastating impacts of climate change, wind energy demand has
surged in recent decades, resulting in fierce competition and a complex trade structure in the …

Trade structure and risk transmission in the international automotive Li-ion batteries trade

X Hu, C Wang, X Zhu, C Yao, P Ghadimi - Resources, Conservation and …, 2021 - Elsevier
Lithium-ion batteries (LIBs) are an essential part for electric vehicles (EVs) and have
experienced rapid growth with the strong demand for EVs. Concerns over the sustainable …

Cascades in multiplex financial networks with debts of different seniority

CD Brummitt, T Kobayashi - Physical Review E, 2015 - APS
The seniority of debt, which determines the order in which a bankrupt institution repays its
debts, is an important and sometimes contentious feature of financial crises, yet its impact on …

Control of cascading failures using protective measures

D Fazli, M Khanjanianpak, N Azimi-Tafreshi - Scientific Reports, 2024 - nature.com
Cascading failures, triggered by a local perturbation, can be catastrophic and cause
irreparable damages in a wide area. Hence, blocking the devastating cascades is an …

Trend-driven information cascades on random networks

T Kobayashi - Physical Review E, 2015 - APS
Threshold models of global cascades have been extensively used to model real-world
collective behavior, such as the contagious spread of fads and the adoption of new …

Credit Valuation Adjustment in Financial Networks

I Barjašić, S Battiston, V Zlatić - arxiv preprint arxiv:2305.16434, 2023 - arxiv.org
Credit Valuation Adjustment captures the difference in the value of derivative contracts when
the counterparty default probability is taken into account. However, in the context of a …

Credit Valuation Adjustment in Financial Networks

I Barjasic, S Battiston, V Zlatic - Available at SSRN 4459388, 2023 - papers.ssrn.com
Abstract Credit Valuation Adjustment captures the difference in the value of derivative
contracts when the counterparty default probability is taken into account. However, in the …

Network effects in systemic risk propagation

I Barjašić - 2022 - repozitorij.unizg.hr
Sažetak The role of the network in the systemic risk propagation is investigated from two
different perspectives, one being the detection of the default propagation from available data …