competition and systemic risk. We use counterfactual bank-level contagion risk indicators as a proxy of systemic risk to assess …

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 …

This work extends the contagion model introduced by Nier et al. (2007) to inhomogeneous networks. We preserve the … have only a surprisingly modest impact, we find a significantly enhanced contagion risk in networks containing institutions …

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 …

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 …

This work extends the contagion model introduced by Nier et al. (2007) to inhomogeneous networks. We preserve the … have only a surprisingly modest impact, we find a significantly enhanced contagion risk in networks containing institutions …