Contagion and Stability in Financial Networks

cost of contagion risk in their financial stability work points to a need for an improved understanding of how financial intermediaries fit together as networks ...

Measuring risk contagion in financial networks with CoVaR - arXiv

Abstract:The stability of a complex financial system may be assessed by measuring risk contagion between various financial institutions with ...

Contagion in financial networks - LSE Research Online

We argue that, thus far, the empirical work has not produced a compelling link between traditional network measures and financial stability; much more remains ...

Financial Networks and Contagion - CiteSeerX

This formula shows how each organi- zation's market value depends on the values of the primitive assets and on any failure costs that have hit the economy. We ...

Systemic Risk and Stability in Financial Networks - DSpace@MIT

We provide a framework for studying the relationship between the financial network architecture and the likelihood of systemic failures due to contagion of ...

Capital and contagion in financial networks - IDEAS/RePEc

We implement a novel method to detect systemically important financial institutions in a network. The method consists in a simple model of distress and ...

Pathways towards instability in financial networks - Nature

The first is known as illiquidity contagion: If banks anticipate that their counterparties may incur losses, they will try to withdraw their ...

Contagion in Banking Networks: The Role of Uncertainty | Santa Fe ...

Confidence in financial institutions has only recently been introduced in computational models studying the stability of financial networks (Arinaminpathy, ...

Assessing Contagion Risk in a Financial Network

Since then, there has been an explosion in research trying to understand and quantify the default spillovers that can arise through counterparty ...

Financial Networks and Contagion - Search eLibrary :: SSRN

We model contagions and cascades of failures among organizations linked through a network of financial interdependencies.

Working Paper No. 383 Contagion in financial networks - CiteSeerX

Section 4 considers the impact of liquidity effects on system stability. Section 5 discusses points of contact with the empirical literature on interbank ...

Contagion in Financial Networks: A Threat Index - PubsOnLine

This paper proposes to measure the spillover effects that cross liabilities generate on the magnitude of default in a system of financially linked institutions.

How Likely is Contagion in Financial Networks? - IDEAS/RePEc

Interconnections among financial institutions create potential channels for contagion and amplification of shocks to the financial system.

RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS

We derive rigorous asymptotic results for the magnitude of contagion in a large counterparty network and give an analytical expression for ...

Contagious herding and endogenous network formation in financial ...

Second, I characterize the pairwise stable equilibrium network structures when banks endogenously choose their counterparties and receive a highly informative ...

Financial Networks and Contagion

transparency and market structure affect financial stability of Chinese banks?. ... Contagion in Stable Networks. SSRN Electronic Journal . [Crossref]. 236 ...

Evolution of the Global Financial Network and Contagion

Still, we find that the structure of the system and contagion remain similar in that network is highly susceptible to shocks from central ...

Counterparty risk and contagion in financial networks

Based on the concept of multi-orbit contagion, we develop a network-based probabilistic model to illustrate the risk contagion among ...

Temporal networks and financial contagion - OUCI

Acemoglu, Systemic risk and financial stability in financial networks, Amer. · Adamic, Trading networks, Econom. · Allen, Credit risk transfer and contagion, J.

Contagion in Financial Networks: A Threat Index - ACM Digital Library

This paper proposes to measure the spillover effects that cross liabilities generate on the magnitude of default in a system of financially linked ...