Contagion in Financial Networks

Contagion dynamics on financial networks * - Taylor & Francis eBooks

We provide a graph theoretic background for the analysis of financial networks and review some technique recently proposed for the extraction of financial.

Capital and contagion in financial networks - ZORA (UZH Repository)

Di Iasio, Giovanni; Battiston, Stefano; Infante, Luigi; Pierobon, Federico (2013). Capital and contagion in financial networks. MPRA Paper 52141 ...

Financial Networks and Contagion - Santa Fe Institute

Financial Networks and Contagion. Elliott, M.,Golub, B.,Jackson, M. O.. We study cascades of failures in a network of interdependent financial organizations ...

Interbank Debt Contagion and Financial Network Solvency - OCC.gov

Interbank lending or borrowing, or debt or equity financing, may result in the contagion effect if one or a few banks fail in the financial network system.

Contagion and Bailouts in Financial Networks - HEC Paris

Department of Economics and Decision Sciences. Speaker : Rakesh Vohra (UPenn). Room T-007. Abstract: Diversified cross-shareholding networks are thought to ...

Systemic Risk and Stability in Financial Networks - MIT Economics

For empirical evidence on interbank contagion, see Iyer and Peydró (2011). Page 5. 568. THE AMERICAN ECONOMIC REVIEW. fEbRuARy 2015 as exchange ...

Financial contagion in inter-bank networks with overlapping portfolios

We construct a financial contagion model for inter-bank networks with two channels of contagion: counter-party risk and common asset holdings risk.

Contagion Risk within Firm-Bank Bivariate Networks

Keywords: complex networks; contagion; bank- firm network; systemic risk; connectivity of financial institutions. ∗Departamento de Estudos e Pesquisas ...

Contagion and tail risk in complex financial networks

A sub-network analysis of contagion shows that the shock propagated mainly from core to periphery during the crisis. We propose an instrumental variable ...

Tree Networks to Assess Financial Contagion

We proposes a two-layered tree network model that decomposes financial contagion into a global component, composed of inter-country contagion ...

Visual Analysis of Contagion in Financial Networks

We study contagion in financial networks. Contagion is a process whereby the collapse of a node in a network leads to the collapse of neighboring nodes.

Matt Elliott - Financial Networks and Financial Contagion - YouTube

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Financial networks and contagion - Northwestern Scholars

Abstract. We study cascades of failures in a network of interdependent financial organizations: how discontinuous changes in asset values (e.g., ...

The impact of financial contagion on real economy-An empirical ...

This study presents financial network indicators that can be applied to inspect the financial contagion on real economy, as well as the spatial spillover and ...

Contagion in financial networks - ANU Researcher Portal

Contagion in financial networks. Prasanna Gai, Sujit Kapadia*. *Corresponding author for this work. Research output: Contribution to journal ...

A mean-field game for default contagion in dense financial networks

I will describe a dynamic mean-field game on a dense heterogeneous directed network (graphon) which models the propagation of default losses in an ...

Dynamic Clearing and Contagion in Financial Networks - NASA/ADS

In this paper we introduce a generalized extension of the Eisenberg-Noe model of financial contagion to allow for time dynamics of the interbank liabilities ...

Managing Default Contagion in Inhomogeneous Financial Networks

Abstract. The aim of this paper is to quantify and manage systemic risk caused by default contagion in the interbank market. We model the market as a random ...

Interbank Debt Contagion and Financial Network Solvency - OCC.gov

I develop a stochastic model to analyze banks' default status in the network and network stability. I set up the loan creation rate and loan removal rate, ...

Systemic risk, contagion, and financial networks: A survey - EconStor

Keywords: Systemic Risk, Contagion, Complex Networks, Resilience, Connectiv- ity, Robust-yet-Fragile Networks, Financial and Economic Crisis.