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

Author

Listed:
  • Leonidov, A.

    (LPI RAS, Moscow, Russia
    MIPT, Moscow, Russia
    ITEP, Moscow, Russia)

  • Rumyantsev, E.

    (Bank of Russia, Moscow, Russia
    MIPT, Moscow, Russia)

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.

Suggested Citation

  • Leonidov, A. & Rumyantsev, E., 2013. "Russian Interbank Systemic Risks Assessment from the Network Topology Point of View," Journal of the New Economic Association, New Economic Association, vol. 19(3), pages 65-80.
    • Handle: RePEc:nea:journl:y:2013:i:19:p:65-80
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    References listed on IDEAS

    as
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    Cited by:

    1. Leonidov, A.V. & Rumyantsev, E.L., 2016. "Default contagion risks in Russian interbank market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 36-48.
    2. A. V. Leonidov & E. L. Rumyantsev, 2014. "Systemic Interbank Network Risks in Russia," Papers 1410.0125, arXiv.org.

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    More about this item

    Keywords

    interbank market; systemic risk; contagion; network;
    All these keywords.

    JEL classification:

    • D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
    • D47 - Microeconomics - - Market Structure, Pricing, and Design - - - Market Design
    • D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets

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