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Leveraging the network: A stress-test framework based on DebtRank

https://doi.org/10.1515/strm-2015-0005
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Finding the core: Network structure in interbank markets
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‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk
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Network models and financial stability
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A network analysis of the Italian overnight money market
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An empirical study of the Mexican banking system’s network and its implications for systemic risk
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Default Cascades: When Does Risk Diversification Increase Stability?
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Complexity, concentration and contagion
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Reconstructing a credit network
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DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk
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Cascading Failures in Bi-partite Graphs: Model for Systemic Risk Propagation
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Default Cascades in Complex Networks: Topology and Systemic Risk
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An Inherent Instability of Efficient Markets
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Early-warning signals of topological collapse in interbank networks
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Credit Default Swaps networks and systemic risk
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Systemic Risk Analysis on Reconstructed Economic and Financial Networks
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Elimination of systemic risk in financial networks by means of a systemic risk transaction tax
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Scale-Free Networks: Complex Webs in Nature and Technology
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Towards a Macroprudential Framework for Financial Supervision and Regulation?
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Fitness model for the Italian interbank money market
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ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
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Towards a Proper Assignment of Systemic Risk: The Combined Roles of Network Topology and Shock Characteristics
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Stochastic Finance
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inferredcites →https://doi.org/10.2139/ssrn.1945748openalex-snapshot
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inferredcites →https://doi.org/10.2139/ssrn.2170293openalex-snapshot
Market Procyclicality and Systemic Risk
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inferredcites →https://doi.org/10.2139/ssrn.841306openalex-snapshot
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inferredcites →https://doi.org/10.2307/1910131openalex-snapshot
A Statistical Model of the Gross Analysis of Transaction Flows
inferredcites →https://doi.org/10.26509/frbc-wp-201416openalex-snapshot
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Real Versus Pseudo-International Systemic Risk: Some Lessons from History
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Endogenous and Systemic Risk
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Endogenous and Systemic Risk

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