contagion in the banking system and of how banks form connections when faced with the possibility of contagion and systemic risk …The banking system is highly interconnected and these connections can be conveniently represented as an interbank … interconnections, contagion processes and systemic risk, while emphasizing at the same time the challenges that must be addressed …

contagion in the banking system and of how banks form connections when faced with the possibility of contagion and systemic risk …The banking system is highly interconnected and these connections can be conveniently represented as an interbank … interconnections, contagion processes and systemic risk, while emphasizing at the same time the challenges that must be addressed …

contagion in the banking system and of how banks form connections when faced with the possibility of contagion and systemic risk …The banking system is highly interconnected and these connections can be conveniently represented as an interbank … interconnections, contagion processes and systemic risk, while emphasizing at the same time the challenges that must be addressed …

systemic risk, including models for the three main channels of contagion: counterparty loss, overlapping portfolios and funding … channels of contagion, models with learning and limited deductive reasoning that can survive the Lucas critique, and practical …

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 … of fire sale mechanisms. We then demonstrate the power of the methodology on the euro area banking system based on a …

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 … of fire sale mechanisms. We then demonstrate the power of the methodology on the euro area banking system based on a …

systemic importance index for any bank into the contributions of each of the sub-networks, providing a useful tool for banking …

systemic importance index for any bank into the contributions of each of the sub-networks, providing a useful tool for banking …

systemic importance index for any bank into the contributions of each of the sub-networks, providing a useful tool for banking …

This paper investigates the effects of contagion in interbank lending networks. I introduce a new measure based on the … measures already applied in the systemic risk literature which do not take into account the structure of a contagion mechanism … heterogeneous banking system. The simulation results on scale-free and complete networks do not confirm that this new distance would …