The effect of the interbank network structure on contagion and common shocks
Year of publication: |
2011
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Authors: | Georg, Co-Pierre |
Institutions: | Deutsche Bundesbank |
Subject: | systemic risk | contagion | common shocks | multi-agent simulations |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2011,12 |
Classification: | C63 - Computational Techniques ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; G01 - Financial Crises ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
-
The effect of the interbank network structure on contagion and common shocks
Georg, Co-Pierre, (2011)
-
Systemic risk in a network model of interbank markets with central bank activity
Georg, Co-Pierre, (2010)
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Systemic risk in a network model of interbank markets with central bank activity
Georg, Co-Pierre, (2010)
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A network view on interbank market freezes
Gabrieli, Silvia, (2014)
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A network analysis of the evolution of the German interbank market
Roukny, Tarik, (2014)
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Contagious herding and endogenous network formation in financial networks
Georg, Co-Pierre, (2014)
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