论文标题
金融网络中的系统性风险：一项调查
Systemic Risk in Financial Networks: A Survey
论文作者
论文摘要
我们概述了金融网络与系统性风险之间的关系。我们提出了不同类型的系统性风险的分类法，与金融组织之间的直接外部性（例如默认组织，相关的投资组合和火爆）之间的直接外部性以及感知和反馈效果（例如，银行运行，信贷冻结）。我们还讨论了最佳法规和救助，全身风险和财务中心地位的测量，银行对其投资组合和合作伙伴关系的选择以及金融网络的不断变化。
We provide an overview of the relationship between financial networks and systemic risk. We present a taxonomy of different types of systemic risk, differentiating between direct externalities between financial organizations (e.g., defaults, correlated portfolios and firesales), and perceptions and feedback effects (e.g., bank runs, credit freezes). We also discuss optimal regulation and bailouts, measurements of systemic risk and financial centrality, choices by banks' regarding their portfolios and partnerships, and the changing nature of financial networks.
