sector, in a context of leverage targeting. Contagion can occur through direct interbank exposures, and indirect exposures … contagion is negligible in our analysis. Our findings underscore the importance of accurately estimating the price effects of …

We develop an agent-based model of traditional banks and asset managers to investigate the contagion risk related to … exacerbate contagion when their voluntary liquid buffers are fully utilised. Fourth, a system with larger and more interconnected … agents is more prone to contagion risk stemming from funding shocks. …

This paper studies the dynamics of contagion across the banking, insurance and shadow banking sectors of 16 advanced … dynamics of financial contagion as it is transmitted across segments of the financial system and jurisdictions. Temporal … centralities identify countries in distress as the nodes through which contagion propagates. Moreover, the banking system emerges …

financial system to minimize potential contagion losses. Building on ideas from combinatorial optimization tailored to … controlling contagion in case of complete information about an interbank network, we augment the model with three plausible types … contagion losses and the policy authority's ability to control them depend on the assumed fire sale mechanism and the fiscal …

fundamental and acquire information about the macro shock. Contagion can occur even after investors learn that region 2 has no ex …

the tools of network analysis it is possible to study how contagion spreads between banks and what is the probability and … impact on contagion probability than real shocks that, however, are long lasting. Additionally I find that monetary policy …

terms of their equity prices, CDS spreads and expected default probabilities, while contagion across firms in both sectors …

The analysis of contagion in financial networks has primarily focused on transmission channels operating through direct … linkages. This paper develops a model of financial contagion in the interbank market featuring both direct and indirect … the impact of direct contagion increases gradually with the shock intensity, the effect of indirect contagion is subject …