Russian Interbank Systemic Risks Assessment from the Network Topology Point of View

A. Leonidov and Evgeny Rumyantsev
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A. Leonidov: LPI RAS, Moscow, Russia

Journal of the New Economic Association, 2013, vol. 19, issue 3, 65-80

Abstract: The authors study the structure of interbank unsecured loans market from the network topology point of view as well as systemic risks related to sufficiency of bank capital. The paper discusses both theoretical and practical aspects of the interbank credit market analysis.

Keywords: interbank market; systemic risk; contagion; network (search for similar items in EconPapers)
JEL-codes: D47 D53 D85 (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:nea:journl:y:2013:i:19:p:65-80

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