Hałaj, Grzegorz; Kok, Christoffer - In: Computational Management Science 10 (2013) 2, pp. 157-186
This paper presents a new approach to randomly generate interbank networks while overcoming shortcomings in the availability of bank-by-bank bilateral exposures. Our model can be used to simulate and assess interbank contagion effects on banking sector soundness and resilience. We find a...