- Risk Sharing and Contagion in Networks🔍
- Contagion in financial networks🔍
- Financial Networks and Contagion🔍
- Contagion in Financial Networks🔍
- A dynamic approach merging network theory and credit risk ...🔍
- Contagion and Stability in Financial Networks🔍
- Contagion and Equilibria in Diversified Financial Networks🔍
- A Double|Layer Network and the Contagion Mechanism of China's ...🔍
How Likely is Contagion in Financial Networks?
Risk Sharing and Contagion in Networks - Oxford Academic
We investigate the socially optimal design of financial networks, that allows to tackle the trade-off between risk sharing and contagion.
Contagion in financial networks: a threat index - HAL-SHS
An intricate web of claims and obligations ties together the balance sheets of a wide variety of financial institutions. Under the occurrence of default, ...
Contagion in financial networks - SUNY Cobleskill - Ex Libris
This paper develops an analytical model of contagion in financial networks with arbitrary structure. We explore how the probability and potential impact of ...
To keep the exposition simple, we model these as abstract investments and assume that net positions are nonnegative in all assets. 10 It is possible to instead ...
DebtRank solves the infinite reverberation problem typical of contagion in networks with loops. We estimate the total potential loss to the financial system ...
A dynamic approach merging network theory and credit risk ... - Nature
A contagion process increases the PD of banks exposed toward distressed counterparties. The systemic risk is measured by statistics of the loss ...
Contagion in financial networks - ResearchSpace@Auckland
This paper develops an analytical model of contagion in financial networks with arbitrary structure. We explore how the probability and potential impact of ...
Contagion and Stability in Financial Networks - Semantic Scholar
This paper investigates two mechanisms of financial contagion that are, firstly, the correlated exposure of banks to the same source of risk ...
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 ...
Contagion and Equilibria in Diversified Financial Networks
Diversified cross-shareholding networks are thought to be more resilient to shocks, but diversification also increases the channels by which a shock can ...
A Double-Layer Network and the Contagion Mechanism of China's ...
In this way, interbank lending is a channel of risk contagion between financial institutions. In the stock market, the risk exposure of A increases due to the ...
Contagion in Financial Networks
This paper develops a general model of contagion in financial networks, identifying both its probability and potential impact. We explore how con- tagion risk ...
Contagion in Financial Networks: A Threat Index - HAL-SHS
These works measure the risk of the system by the expected contagion size (say, the expected number of defaulting banks) triggered by a bank ...
Contagion in Financial Networks | APRA
results, as failure threshold increases, countries are more likely to fail. Gabriela Araujo. Contagion in Financial Networks. Page 21. Final ...
A slightly richer example of potential differences between the cross-holdings and induced dependencies is as follows, with three organizations. C =. 0. 0.75 ...
Financial contagion: problems of proximity and connectivity in ...
This association of contagion with the interconnectedness of actors in the financial markets is common in contemporary understandings of what constitutes ...
Glasserman, P., & Young, H. P. (2015). How Likely Is Contagion in ...
Glasserman, P., & Young, H. P. (2015). How Likely Is Contagion in Financial Networks? Journal of Banking & Finance, 50, 383-399. https://doi.org ...
Contagion in financial networks - University of Rochester
This paper develops an analytical model of contagion in financial networks with arbitrary structure. We explore how the probability and potential impact of ...
The Fed - Identifying Contagion in a Banking Network
Abstract: We present the first micro-level evidence of the transmission of shocks through financial networks. Using the network of credit ...
Systemic risk, contagion, and financial networks: A survey - EconStor
Therefore, a negative exogenous shock on the risky investments may lead to insolvency and contagion. Three possible configurations of the ...