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Mathematics and Financial Economics

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09-01-2021

Preface to the special issue on systemic risk and financial networks

Authors: Agostino Capponi, Robert Jarrow

Published in: Mathematics and Financial Economics | Issue 1/2021

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It has been a dozen years since the largest financial crisis hit the global economy after the Great Depression. Since this event, understanding the mechanism underlying the origination, transmission, and mitigation of systemic risk has been a priority for academics, practitioners, and regulators worldwide. This investigation has led to many important research contributions recently surveyed in review articles (e.g. [14, 16]). …

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Title: Preface to the special issue on systemic risk and financial networks
Authors: Agostino Capponi
Robert Jarrow
Publication date: 09-01-2021
Publisher: Springer Berlin Heidelberg
Published in: Mathematics and Financial Economics / Issue 1/2021
Print ISSN: 1862-9679
Electronic ISSN: 1862-9660
DOI: https://doi.org/10.1007/s11579-020-00286-7

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Other articles of this Issue 1/2021

Systemic credit freezes in financial lending networks

Compound Poisson models for weighted networks with applications in finance

An integrated model for fire sales and default contagion

How safe are central counterparties in credit default swap markets?

Asset price bubbles, market liquidity, and systemic risk

Dual representations for systemic risk measures based on acceptance sets