N. Agram, Y. Hu, and B. , Mean-field backward stochastic differential equations and applications, 2019.

F. Biagini, J. P. Fouque, M. Frittelli, and T. Meyer-brandis, A unified approach to systemic risk measures via acceptance sets, Mathematical Finance, vol.29, issue.1, pp.329-367, 2019.

B. Bollobas, S. Janson, and O. Riordan, The phase transition in inhomogeneous random graphs, Random Structures & Algorithms, vol.31, issue.1, pp.3-122, 2007.

R. Buckdahn, B. Djehiche, J. Li, and S. Peng, Mean-field backward stochastic differential equations. A limit approach, The Annals of Probability, vol.37, issue.4, pp.1524-1565, 2009.

R. Buckdahn, J. Li, and S. Peng, Mean-field backward stochastic differential equations and related partial differential equations, Stochastic Processes and Their Applications, vol.119, pp.3133-3154, 2009.

R. Carmona, J. Fouque, and L. Sun, Mean field games and systemic risk, 2013.

B. Craig, V. Goetz, and . Peter, Interbank tiering and money center banks, Journal of Financial Intermediation, 2014.

C. Dellacherie and P. Meyer, Probabilité et Potentiel, Chap. I-IV, 1975.

E. Karoui, N. Pardoux, M. Quenez, and . Claire, Reflected backward SDEs and American options, Numerical methods in finance, vol.13, pp.215-231, 1997.

J. Fouque and T. Ichiba, Stability in a model of interbank lending, SIAM Journal on Financial Mathematics, vol.4, issue.1, pp.784-803, 2013.

Z. Feinstein, B. Rudloff, and S. Weber, Measures of systemic risk, SIAM Journal on Financial Mathematics, 8, vol.1, pp.672-708, 2017.

J. Garnier, G. Papanicolaou, and T. Yang, Large deviations for a mean field model of systemic risk, SIAM Journal on Financial Mathematics, vol.4, issue.1, pp.151-184, 2013.
URL : https://hal.archives-ouvertes.fr/hal-00839500

J. Garnier, G. Papanicolaou, and T. Yang, Diversification in financial networks may increase systemic risk, Handbook on Systemic Risk, p.432, 2013.

S. Hamadene and Y. Ouknine, Reflected backward stochastic differential equation with jumps and random obstacle, Electronic Journal of Probability, vol.8, pp.1-20, 2003.

J. Hiriart-urruty and C. , Convex Analysis and Minimization Algorithms II Grundlehren der mathematischen Wissenchaften, p.306

J. Li and H. Min, Controlled mean-field backward stochastic differential equations with jumps involving the value function, Journal of Systems Science and Complexity, pp.1-31, 2016.

M. Quenez and A. Sulem, BSDEs with jumps, optimization and applications to dynamic risk measures, Stochastic Processes and Their Applications, vol.123, pp.0-29, 2013.
URL : https://hal.archives-ouvertes.fr/hal-00709632

M. Quenez and A. Sulem, Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps, Stochastic Processes and Their Applications, vol.124, pp.3031-3054, 2014.
URL : https://hal.archives-ouvertes.fr/hal-00780175

M. Royer, Backward stochastic differential equations with jumps and related non-linear expectations, Stochastic Processes and Their Applications, vol.116, pp.1358-1376, 2006.

S. H. Tang and X. Li, Necessary conditions for optimal control of stochastic systems with random jumps, SIAM Journal on Control and Optimization, vol.32, pp.1447-1475, 1994.

D. H. Wagner, Survey of measurable selection theorems, SIAM Journal on Control and Optimization, pp.859-903, 1977.