Contagion accounting
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- Aldasoro, Iñaki & Hüser, Anne-Caroline & Kok, Christoffer, 2020. "Contagion accounting," Bank of England working papers 897, Bank of England.
- Iñaki Aldasoro & Anne-Caroline Hüser & Christoffer Kok Sørensen, 2020. "Contagion Accounting," BIS Working Papers 908, Bank for International Settlements.
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More about this item
Keywords
contagion; fire sales; interbank networks; overlapping portfolios; stress-testing;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G01 - Financial Economics - - General - - - Financial Crises
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-NET-2020-12-21 (Network Economics)
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