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Financial stability and interacting networks of financial institutions and market infrastructures

León, Carlos; Berndsen, Ron; Renneboorg, Luc - 2014

Persistent link: https://www.econbiz.de/10011283890

Rethinking financial stability : challenges arising from financial networks' modular scale-free architecture

León, Carlos; Berndsen, Ron - In: Journal of financial stability 15 (2014), pp. 241-256

Persistent link: https://www.econbiz.de/10011306453

Short-term liquidity contagion in the interbank market

León, Carlos; Martínez, Constanza; Cepeda L., Freddy - 2016 - Early version, also known as pre-print

Persistent link: https://www.econbiz.de/10011457700

Securities cross-holding in the Colombian financial system: a topological approach

León, Carlos; Miguélez, Javier - 2020

Persistent link: https://www.econbiz.de/10012546539

Short-term liquidity contagion in the interbank market

León, Carlos; Martínez, Constanza; Cepeda L., Freddy - 2015

Persistent link: https://www.econbiz.de/10011579137

Financial stability in networks of financial institutions and market infrastructures

Berndsen, Ron; León, Carlos; Renneboog, Luc - In: Journal of financial stability 35 (2018), pp. 120-135

Persistent link: https://www.econbiz.de/10012156854

Short-Term Liquidity Contagion in the Interbank Market

León, Carlos - 2016

We implement a modified version of DebtRank, a measure of systemic impact inspired in feedback centrality, to recursively measure the contagion effects caused by the default of a selected financial institution. In our case contagion is a liquidity issue, measured as the decrease in financial...

Persistent link: https://www.econbiz.de/10012994208