D. Acemoglu, V. M. Carvalho, A. Ozdaglar, and A. Tahbaz-salehi, The Network Origins of Aggregate Fluctuations, SSRN Electronic Journal, vol.80, issue.5, pp.1977-2016, 2012.
DOI : 10.2139/ssrn.1947096

D. Acemoglu, A. Ozdaglar, and A. Tahbaz-salehi, Systemic risk and stability in financial networks, Americal Economic Review, 2014.

V. V. Acharya and T. Yorulmazer, Information Contagion and Bank Herding, Journal of Money, Credit and Banking, vol.80, issue.1, pp.215-231, 2008.
DOI : 10.1086/296347

D. Aldous, Interacting particle systems as stochastic social dynamics, Bernoulli, vol.19, issue.4, pp.1122-1149, 2013.
DOI : 10.3150/12-BEJSP04

URL : http://arxiv.org/abs/1309.6766

H. Amini, Bootstrap percolation and diffusion in random graphs with given vertex degrees, Electronic Journal of Combinatorics, vol.17, p.25, 2010.

H. Amini, Bootstrap Percolation in Living Neural Networks, Journal of Statistical Physics, vol.5, issue.3, pp.459-475, 2010.
DOI : 10.1007/s10955-010-0056-z

H. Amini, R. Cont, and A. Minca, Stress testing the resilience of financial networks, International Journal of Theoretical and Applied Finance, vol.15, issue.1, p.2012
URL : https://hal.archives-ouvertes.fr/hal-00801538

H. Amini, R. Cont, and A. Minca, Resilience to contagion in financial networks, Mathematical Finance, 2013.
URL : https://hal.archives-ouvertes.fr/hal-01301442

H. Amini, D. Filipovic, and A. Minca, Systemic risk and central counterparty clearing. Swiss Finance Institute Research Paper, pp.13-34
DOI : 10.2139/ssrn.2275376

H. Amini and N. Fountoulakis, Bootstrap Percolation in Power-Law Random Graphs, Journal of Statistical Physics, vol.96, issue.3, pp.72-92, 2014.
DOI : 10.1007/s10955-014-0946-6

H. Amini, N. Fountoulakis, and K. Panagiotou, Bootstrap percolation in inhomogeneous random graphs. Preprint available at http://arxiv.org/abs, 1402.

H. Amini and A. Minca, Mathematical Modeling of Systemic Risk, Mathematics in Industry, vol.18, pp.3-26, 2013.
DOI : 10.1007/978-3-642-30904-5_1

K. Anand, B. Craig, and G. V. Peter, Filling in the blanks: Network structure and interbank contagion, BIS, 2014.

K. Anand, P. Gai, and M. Marsili, Rollover risk, network structure and systemic financial crises, Journal of Economic Dynamics and Control, vol.36, issue.8, pp.1088-1100, 2012.
DOI : 10.1016/j.jedc.2012.03.005

URL : http://edoc.hu-berlin.de/series/sfb-649-papers/2011-52/PDF/52.pdf

K. B. Athreya and P. E. Ney, Branching Processes, 1972.
DOI : 10.1007/978-3-642-65371-1

A. Birch, Z. Liu, and T. Aste, A counterparty risk study of the UK banking system. Working paper, 2014.

M. Bloznelis, F. Gtze, and J. Jaworski, Birth of a Strongly Connected Giant in an Inhomogeneous Random Digraph, Journal of Applied Probability, vol.64, issue.03, pp.601-611, 2012.
DOI : 10.1002/rsa.20168

L. Blume, D. Easley, J. Kleinberg, R. Kleinberg, and E. Tardos, Network formation in the presence of contagious risk, Proceedings of the 12th ACM conference on Electronic commerce, pp.1-10, 2011.

L. Blume, D. Easley, J. Kleinberg, and R. Kleinberg, Which Networks are Least Susceptible to Cascading Failures?, 2011 IEEE 52nd Annual Symposium on Foundations of Computer Science, pp.393-402, 2011.
DOI : 10.1109/FOCS.2011.38

B. Bollobás, Random Graphs. Cambridge studies in advanced mathematics, 2001.

B. Bollobás, S. Janson, and O. Riordan, The phase transition in inhomogeneous random graphs, Random Structures and Algorithms, vol.123, issue.1, pp.3-122, 2007.
DOI : 10.1002/rsa.20168

M. Boss, H. Elsinger, M. Summer, and S. Thurner, Network topology of the interbank market, Quantitative Finance, vol.4, issue.6, pp.677-684, 2004.
DOI : 10.1080/14697680400020325

A. Braverman and A. Minca, Networks of common asset holdings: Aggregation and measures of vulnerability. Available at SSRN 2379669, 2014.

T. Britton, M. Deijfen, and F. Liljeros, A Weighted Configuration Model and Inhomogeneous Epidemics, Journal of Statistical Physics, vol.33, issue.1, pp.1368-1384, 2011.
DOI : 10.1007/s10955-011-0343-3

F. Caccioli, M. Shrestha, C. Moore, and J. D. Farmer, Stability analysis of financial contagion due to overlapping portfolios, Journal of Banking & Finance, 2014.

F. R. Chung and L. Lu, Complex graphs and networks, American mathematical society Providence, vol.107, 2006.
DOI : 10.1090/cbms/107

R. Cont and A. Minca, Credit default swaps and systemic risk. Available at SSRN 2487947, 2014.

R. Cont, A. Moussa, and E. B. Santos, Network structure and systemic risk in banking systems, Handbook of systemic risk, 2012.
URL : https://hal.archives-ouvertes.fr/hal-00912018

R. Cont and L. Wagalath, Running for the Exit: Distressed Selling and Endogenous Correlation in Financial Markets, SSRN Electronic Journal, vol.23, issue.4, pp.718-741, 2013.
DOI : 10.2139/ssrn.1722508

URL : https://hal.archives-ouvertes.fr/hal-00858377

B. Craig and G. V. Peter, Interbank tiering and money center banks, Journal of Financial Intermediation, 2014.
DOI : 10.2139/ssrn.1699774

URL : http://hdl.handle.net/10419/43884

M. Draief, A. J. Ganesh, and L. Massoulié, Thresholds for virus spread on networks, The Annals of Applied Probability, vol.18, issue.2, pp.359-378, 2008.
DOI : 10.1214/07-AAP470

M. Draief and L. Massoulié, Epidemics and rumours in complex networks, 2010.
DOI : 10.1017/CBO9780511806018

D. Duffie and H. Zhu, Does a central clearing counterparty reduce counterparty risk? Review of Asset Pricing Studies, pp.74-95, 2011.

R. Durrett, Random graph dynamics. Cambridge Series in Statistical and Probabilistic Mathematics, 2007.
DOI : 10.1017/cbo9780511546594

L. Eisenberg and T. H. Noe, Systemic Risk in Financial Systems, Management Science, vol.47, issue.2, pp.236-249, 2001.
DOI : 10.1287/mnsc.47.2.236.9835

P. Gai and S. Kapadia, Contagion in financial networks, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, vol.99, issue.9, pp.2401-2423, 2010.
DOI : 10.1073/pnas.082090499

P. Glasserman and H. P. Young, How likely is contagion in financial networks, Journal of Banking and Finance, 2013.

T. R. Hurd, D. Cellai, H. Cheng, S. Melnik, and Q. Shao, Illiquidity and Insolvency: A Double Cascade Model of Financial Crises, SSRN Electronic Journal, 2014.
DOI : 10.2139/ssrn.2424877

S. Janson, On percolation in random graphs with given vertex degrees, Electronic Journal of Probability, vol.14, issue.0, pp.86-118, 2009.
DOI : 10.1214/EJP.v14-603

]. S. Janson, T. Luczak, T. Turova, and T. Vallier, Bootstrap percolation on the random graph g {n, p}. The Annals of Applied Probability, pp.1989-2047, 2012.

M. Lelarge, Diffusion and cascading behavior in random networks, Games and Economic Behavior, vol.75, issue.2, pp.752-775, 2012.
DOI : 10.1016/j.geb.2012.03.009

URL : https://hal.archives-ouvertes.fr/hal-01270330

S. Morris and H. S. Shin, Illiquidity component of credit risk, 2009.

J. Muller, Interbank Credit Lines as a Channel of Contagion, Journal of Financial Services Research, vol.13, issue.1, pp.37-60, 2006.
DOI : 10.1007/s10693-005-5107-2

M. E. Newman, S. H. Strogatz, and D. J. Watts, Random graphs with arbitrary degree distributions and their applications, Physical Review E, vol.64, issue.2, p.26118, 2001.
DOI : 10.1103/PhysRevE.64.026118

L. Rogers and L. A. Veraart, Failure and Rescue in an Interbank Network, Management Science, vol.59, issue.4, pp.882-898, 2013.
DOI : 10.1287/mnsc.1120.1569

N. Schwartz, R. Cohen, D. Avraham, A. Barabási, and S. Havlin, Percolation in directed scale-free networks, Physical Review E, vol.66, issue.1, p.15104, 2002.
DOI : 10.1103/PhysRevE.66.015104

B. Söderberg, General formalism for inhomogeneous random graphs, Physical Review E, vol.66, issue.6, p.66121, 2002.
DOI : 10.1103/PhysRevE.66.066121

R. Van-der-hofstad, Random Graphs and Complex Networks Book in preparation, 2014.

D. J. Watts, A simple model of global cascades on random networks, Proceedings of the National Academy of Sciences of the USA, pp.5766-5771, 2002.
DOI : 10.1073/pnas.082090499

J. Yellen, Interconnectedness and systemic risk: Lessons from the financial crisis and policy implications Board of Governors of the Federal Reserve System at the AEA, AFA Joint Luncheon, 2013.