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Complex Financial Networks and Systemic Risk: A Review

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.
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Contributor : Elisabeth Lhuillier <>
Submitted on : Tuesday, April 11, 2017 - 5:56:27 PM
Last modification on : Wednesday, August 5, 2020 - 3:15:38 AM

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  • HAL Id : hal-01505785, version 1

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Spiros Bougheas, Alan Kirman. Complex Financial Networks and Systemic Risk: A Review. Commendatore, Pasquale and Kayam, Saime and Kubin, Ingrid. Complexity and Geographical Economics: Topics and Tools, Springer International Publishing, pp.115-139, 2015, Dynamic Modeling and Econometrics in Economics and Finance, 978-3-319-12804-7 / 978-3-319-12805-4. ⟨hal-01505785⟩

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