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Contagion! Systemic Risk in Financial Networks

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Contagion! Systemic Risk in Financial Networks/ by T. R. Hurd.
Author:	Hurd, T. R.
Description:	IX, 139 p. 11 illus., 8 illus. in color.online resource. :
Contained By:	Springer Nature eBook
Subject:	Economics, Mathematical . -
Online resource:	https://doi.org/10.1007/978-3-319-33930-6
ISBN:	9783319339306

Contagion! Systemic Risk in Financial Networks
Hurd, T. R.

Contagion! Systemic Risk in Financial Networks[electronic resource] /by T. R. Hurd. - 1st ed. 2016. - IX, 139 p. 11 illus., 8 illus. in color.online resource. - SpringerBriefs in Quantitative Finance,2192-7006. - SpringerBriefs in Quantitative Finance,.

Systemic Risk Basics -- Static Cascade Models -- Random Graph Models -- Percolation and Cascades -- Zero Recovery Default Cascades -- Future Directions for Cascade Models -- Background Material -- References -- Index.

This volume presents a unified mathematical framework for the transmission channels for damaging shocks that can lead to instability in financial systems. As the title suggests, financial contagion is analogous to the spread of disease, and damaging financial crises may be better understood by bringing to bear ideas from studying other complex systems in our world. After considering how people have viewed financial crises and systemic risk in the past, it delves into the mechanics of the interactions between banking counterparties. It finds a common mathematical structure for types of crises that proceed through cascade mappings that approach a cascade equilibrium. Later chapters follow this theme, starting from the underlying random skeleton graph, developing into the theory of bootstrap percolation, ultimately leading to techniques that can determine the large scale nature of contagious financial cascades.

ISBN: 9783319339306

Standard No.: 10.1007/978-3-319-33930-6doiSubjects--Topical Terms:

1253712
Economics, Mathematical .

LC Class. No.: HB135-147

Dewey Class. No.: 519

Contagion! Systemic Risk in Financial Networks
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