As the total value of the global financial market outgrew the value of the real economy,
financial institutions created a global web of interactions that embodies systemic risks …

We specify a general methodological framework for systemic risk measures via
multidimensional acceptance sets and aggregation functions. Existing systemic risk …

This study uses data from 2011 to 2018 for Chinese small and medium-sized enterprises to
construct a weighted directed network to investigate the topology of intercorporate credit …

In our previous paper “A unified approach to systemic risk measures via acceptance
sets”(Mathematical Finance, 2018), we have introduced a general class of systemic risk …

We introduce a probabilistic framework that represents stylized banking networks with the
aim of predicting the size of contagion events. Most previous work on random financial …

This paper constructs a duplex banking network formed by credit relationships and
information interaction via the banks' balance sheet to model the structure of systemic risk …

In this paper we propose a new nonparametric approach to network inference that may be
viewed as a fusion of block sampling procedures for temporally and spatially dependent …

Bootstrap percolation is a process that is used to model the spread of an infection on a given
graph. In the model considered here each vertex is equipped with an individual threshold …

A probabilistic framework is introduced that represents stylized banking networks and aims
to predict the size of contagion events. In contrast to previous work on random financial …

We propose a unified framework to represent a wide range of continuous-time discrete-state
Markov processes on networks, and show how many network dynamics models in the …