also is a channel for contagion. Using a sample of 37 Mexican banks, from December 2008 to September 2012, and a dynamic …

contagion depends on the precise pattern of interbank linkages. We use balance sheet information to estimate the matrix of … contagion. We find that the financial safety net (institutional guarantees for saving banks and cooperative banks) considerably … reduces - but does not eliminate - the danger of contagion. Even so, the failure of a single bank could lead to the breakdown …

contagion in the banking system and of how banks form connections when faced with the possibility of contagion and systemic risk … interconnections, contagion processes and systemic risk, while emphasizing at the same time the challenges that must be addressed …

traded quantities are determined by means of a matching algorithm. Contagion occurs through liquidity hoarding, interbank …

contagion in the banking system and of how banks form connections when faced with the possibility of contagion and systemic risk … interconnections, contagion processes and systemic risk, while emphasizing at the same time the challenges that must be addressed …

networks to show how contagion can propagate under different scenarios when the topology of the financial system, the … simple model of contagion as the one that has been popularized by Gai and Kapadia (2010). Then, we provide a richer model in …

number of loans seems fuzzy. Distinguishing between contagion due to interbank credit and due to joint exposures to …

number of loans seems fuzzy. Distinguishing between contagion due to interbank credit and due to joint exposures to …

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 …

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 …