Completeness, interconnectedness and distribution of interbank exposures: A parameterized analysis of the stability of financial networks
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More about this item
Keywordsdomino effects; interbank lending; financial stability; contagion;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-11-13 (All new papers)
- NEP-BAN-2010-11-13 (Banking)
- NEP-NET-2010-11-13 (Network Economics)
- NEP-RMG-2010-11-13 (Risk Management)
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