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A network model of financial system resilience
Anand, Kartik; Gai, Prasanna; Kapadia, Sujit; Brennan, Simon - 2011
We examine the role of macroeconomic fluctuations, asset market liquidity, and network structure in determining contagion and aggregate losses in a financial system. Systemic instability is explored in a financial network comprising three distinct, but interconnected, sets of agents - domestic...
Persistent link: https://www.econbiz.de/10009266889
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A network model of financial system resilience
Anand, Kartik; Gai, Prasanna; Kapadia, Sujit; Brennan, Simon - 2012
Persistent link: https://www.econbiz.de/10009619091
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A network model of financial system resilience
Anand, Kartik; Gai, Prasanna; Kapadia, Sujit; Brennan, Simon - In: Journal of economic behavior & organization : JEBO 85 (2013) 1, pp. 219-235
Persistent link: https://www.econbiz.de/10009708767
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Using Shapley's asymmetric power index to measure banks' contributions to systemic risk
Garratt, Rod; Webber, Lewis; Willison, Matthew - In: The journal of network theory in finance 2 (2016) 2, pp. 35-55
Persistent link: https://www.econbiz.de/10011578911
Cover Image
A network model of financial system resilience
Anand, Kartik; Gai, Prasanna; Kapadia, Sujit; Brennan, Simon - 2011
We examine the role of macroeconomic fluctuations, asset market liquidity, and network structure in determining contagion and aggregate losses in a financial system. Systemic instability is explored in a financial network comprising three distinct, but interconnected, sets of agents - domestic...
Persistent link: https://www.econbiz.de/10010281490