Showing 1 - 10 of 14
This paper uses a toy financial system to study systemic risk in scale-free interbank networks. Networks are produced according to a fitness algorithm, combined with a representation of the balance sheets of the banks. Our generating processes for interbank networks are designed in a way to...
Persistent link: https://www.econbiz.de/10010292729
for the contagion after default of one unit (i.e. number of expected subsequent defaults, or their probabilities). For …
Persistent link: https://www.econbiz.de/10010369601
number of loans seems fuzzy. Distinguishing between contagion due to interbank credit and due to joint exposures to …
Persistent link: https://www.econbiz.de/10010397124
for the contagion after default of one unit (i.e. number of expected subsequent defaults, or their probabilities). For …
Persistent link: https://www.econbiz.de/10010398694
number of loans seems fuzzy. Distinguishing between contagion due to interbank credit and due to joint exposures to …
Persistent link: https://www.econbiz.de/10010398706
for the contagion after default of one unit (i.e. number of expected subsequent defaults, or their probabilities). For …
Persistent link: https://www.econbiz.de/10010373653
for the contagion after default of one unit (i.e. number of expected subsequent defaults, or their probabilities). For …
Persistent link: https://www.econbiz.de/10010406753
number of loans seems fuzzy. Distinguishing between contagion due to interbank credit and due to joint exposures to …
Persistent link: https://www.econbiz.de/10010407492
number of loans seems fuzzy. Distinguishing between contagion due to interbank credit and due to joint exposures to …
Persistent link: https://www.econbiz.de/10010394343
Persistent link: https://www.econbiz.de/10011708361