Robust Financial Networks

F Hu, D Mitchell, S Tompaidis - Operations Research, 2024 - pubsonline.informs.org
financial institutions, we introduce the concept of a robust financial network, which we define
as the network … identify the actual financial network between financial institutions, the robust

Reconstruction of financial networks for robust estimation of systemic risk

I Mastromatteo, E Zarinelli… - Journal of Statistical …, 2012 - iopscience.iop.org
… explore the space of network structures and extend the validity of ME. Section 5 describes
the stress test which we employ to analyze the robustness of financial networks, and in section …

Contagion in financial networks

P Gai, S Kapadia - Proceedings of the Royal Society A …, 2010 - royalsocietypublishing.org
… Our findings suggest that financial systems exhibit a robust-yet-fragile tendency: while the
… shocks prior to 2007 should not have been taken as a reliable guide to its future robustness. …

Robustness and contagion in the international financial network

T Dette, S Pauls, DN Rockmore - arXiv preprint arXiv:1104.4249, 2011 - arxiv.org
… We derive the international financial network structures from the IMF’s CPIS database.
The IMF CPIS comprises bilateral annual data from 2001 to 2009 derived from the external …

Systemic risk and stability in financial networks

D Acemoglu, A Ozdaglar… - American Economic …, 2015 - aeaweb.org
… interconnected financial networks may be “robust-yet-fragile” in the sense that “within a
certain range, connections serve as shock-absorbers [and] connectivity engenders robustness.” …

Robust Risk Quantification via Shock Propagation in Financial Networks

D Ahn, N Chen, KK Kim - Operations Research, 2024 - pubsonline.informs.org
network information, we consider robust risk quantification under the Eisenberg–Noe model
for financial networks. … interbank network is not completely known in practice, we propose a …

[BOEK][B] Rethinking the financial network

AG Haldane - 2013 - Springer
… in real financial networks? Charts 1-3 look at the evolution in the international financial network.
… to fear of infection added to the fragility of an already robust-yet-fragile financial network. …

K-core robustness in ecological and financial networks

K Burleson-Lesser, F Morone, MS Tomassone… - Scientific reports, 2020 - nature.com
… Following a k-core decomposition of the ecological and financial networks used in 18 , we
find a quite universal U-shaped occupancy curve in their k-shells: the outer shells and inner …

Robust Graph Neural Networks for Stability Analysis in Dynamic Networks

X Zhang, Z Xu, Y Liu, M Sun, T Zhou… - 2024 3rd International …, 2024 - ieeexplore.ieee.org
… behavior patterns in financial networks [10]. Through GNN technology, we can more
accurately model and analyze economic behaviors in financial networks, thereby identifying …

Systemic risk analysis on reconstructed economic and financial networks

G Cimini, T Squartini, D Garlaschelli, A Gabrielli - Scientific reports, 2015 - nature.com
… Since real economic and financial networks are, by their nature, directed, links directionality
has to be taken into account when assessing their robustness to shock and crashes. …