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Bank networks : contagion, systemic risk and prudential policy
Aldasoro, Iñaki
;
Delli Gatti, Domenico
;
Faia, Ester
-
2015
We present a network model of the
interbank
market
in which optimizing risk averse banks lend to each other and invest …
Persistent link: https://www.econbiz.de/10010475334
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2
Credit market competition and liquidity crises
Elena, Carletti
;
Leonello, Agnese
-
2014
shortage sell loans on the
interbank
market
. Two equilibria emerge. In the no default equilibrium, all banks hold enough …
Persistent link: https://www.econbiz.de/10010249670
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