Contagion and Stability in Financial Networks

[1603.04099] Contagion and Stability in Financial Networks - arXiv

Title:Contagion and Stability in Financial Networks ... Abstract:This paper investigates two mechanisms of financial contagion that are, firstly, ...

(PDF) Contagion and Stability in Financial Networks - ResearchGate

This paper investigates two mechanisms of financial contagion that are, firstly, the correlated exposure of banks to the same source of risk ...

Contagion Risks and Systemic Stability in Financial Networks - 2021

An agent-based model is proposed and calibrated to explore the effect of interbank loans and common assets on systemic risk.

Contagion in Financial Networks*

The crisis also revealed that there was little theoretical understanding of the relationship between interconnectedness and financial stability.

How Likely is Contagion in Financial Networks?

We illustrate the results with data on the European banking system. Keywords: systemic risk, contagion, financial network. JEL: D85, G21. We ...

Systemic Risk and Stability in Financial Networks

Systemic Risk and Stability in Financial Networks by Daron Acemoglu, Asuman Ozdaglar and Alireza Tahbaz-Salehi ... financial contagion exhibits a form of phase

Contagion in financial networks | Proceedings of the Royal Society A

The complex network structure and interactions between financial intermediaries make for non-linear system dynamics, whereby contagion risk can ...

Contagion in Financial Networks - American Economic Association

Network connections diversify firms' risk exposures, but they also create channels through which shocks can spread by contagion.

Financial Networks and Contagion

Tahbaz-Salehi (2012b): “Systemic Risk and. Stability in Financial Networks,” mimeo. Allen, F. and A. Babus (2009): “Networks in finance,” in The Network ...

Contagion in networks: Stability and efficiency - ScienceDirect.com

Contagion in such networks can be caused either because of financial factors (lack of trade credit) or because of shocks on production lines. We establish very ...

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 ...

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 ...

C Systemic risk, contagion and financial networks

In the framework proposed here, the propagation and amplification of shocks, and ultimately the stability of the banking system, will depend on the topology of ...

Capital and contagion in financial networks

These exercises provide an assessment of the relationship between the financial system architecture and its stability: results carry relevant information for ...

Contagion! Systemic Risk in Financial Networks - SpringerLink

Extends exciting methods of network science to the problem of global financial stability · A unique example of how mathematics can address a major social ...

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, ...

(PDF) Contagion Risks and Systemic Stability in Financial Networks

The regulatory interventions indicate the positive effects of increased investment assets, while the negative but inappreciable effects of ...

Contagion and tail risk in complex financial networks - ScienceDirect

Furthermore, the sub-network analysis reveals that contagion has spread mainly from core to periphery during GFC. The paper also sheds light on the network ...

Evolution of the Global Financial Network and Contagion

This paper studies the interconnectedness of the global financial system and its susceptibility to shocks. A novel multilayer network ...

Systemic Risk and Stability in Financial Networks

We show that financial contagion exhibits a form of phase transition as interbank connections increase: as long as the magnitude and the number of negative ...