Carrying out interbank contagion simulations for the German banking sector for the period from the first quarter of … interbank contagion over time. (ii) The loss distribution for each point in time can be condensed into one indicator, the …

This paper investigates contagion at the German interbank market under the assumption of a stochastic loss given … tendency to trigger contagion: banks with strongly varying impact, banks whose impact is relatively constant, and banks with no …

Carrying out interbank contagion simulations for the German banking sector for the period from the first quarter of … interbank contagion over time. (ii) The loss distribution for each point in time can be condensed into one indicator, the …

This paper investigates contagion in the German interbank market under the assumption of a stochastic loss given … find that the frequency distribution of the LGD is markedly U-shaped. Our simulations show that contagion in the German …

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

' connections may result in efficient risk transfer. But in crises, connections can facilitate contagion - as initial problems lead … reluctant to lend to each other and hoard liquidity. Potential for contagion due to interconnectedness is a key component of … systemic risk. As a first step towards understanding the mechanisms of contagion, this paper abstracts from complex indirect …

for the contagion after default of one unit (i.e. number of expected subsequent defaults, or their probabilities). For …

for the contagion after default of one unit (i.e. number of expected subsequent defaults, or their probabilities). For …

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 …