Complex financial networks and systemic risk: a review
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 specia...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Book Section |
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Springer International Publishing
2015
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| Online Access: | https://eprints.nottingham.ac.uk/29905/ |
| _version_ | 1848793877662662656 |
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| author | Bougheas, Spiros Kirman, Alan |
| author2 | Commendatore, Pasquale |
| author_facet | Commendatore, Pasquale Bougheas, Spiros Kirman, Alan |
| author_sort | Bougheas, Spiros |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-14T19:07:17Z |
| format | Book Section |
| id | nottingham-29905 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| last_indexed | 2025-11-14T19:07:17Z |
| publishDate | 2015 |
| publisher | Springer International Publishing |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-299052020-05-04T16:59:57Z https://eprints.nottingham.ac.uk/29905/ Complex financial networks and systemic risk: a review Bougheas, Spiros Kirman, Alan 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. Springer International Publishing Commendatore, Pasquale Kayam, Saime Kubin, Ingrid 2015-01-29 Book Section PeerReviewed Bougheas, Spiros and Kirman, Alan (2015) Complex financial networks and systemic risk: a review. In: Complexity and Geographical Economics: Topics and Tools. Dynamic modeling and econometrics in economics and finance (19). Springer International Publishing, Cham, pp. 115-139. ISBN 9783319128047 http://link.springer.com/chapter/10.1007%2F978-3-319-12805-4_6 doi:10.1007/978-3-319-12805-4_6 doi:10.1007/978-3-319-12805-4_6 |
| spellingShingle | Bougheas, Spiros Kirman, Alan Complex financial networks and systemic risk: a review |
| title | Complex financial networks and systemic risk: a review |
| title_full | Complex financial networks and systemic risk: a review |
| title_fullStr | Complex financial networks and systemic risk: a review |
| title_full_unstemmed | Complex financial networks and systemic risk: a review |
| title_short | Complex financial networks and systemic risk: a review |
| title_sort | complex financial networks and systemic risk: a review |
| url | https://eprints.nottingham.ac.uk/29905/ https://eprints.nottingham.ac.uk/29905/ https://eprints.nottingham.ac.uk/29905/ |