Showing 1 - 10 of 42
Persistent link: https://www.econbiz.de/10001009830
Persistent link: https://www.econbiz.de/10001155225
Persistent link: https://www.econbiz.de/10003351627
Persistent link: https://www.econbiz.de/10003308960
Persistent link: https://www.econbiz.de/10001439549
Persistent link: https://www.econbiz.de/10000975211
Persistent link: https://www.econbiz.de/10001336037
Persistent link: https://www.econbiz.de/10001701365
This paper analyzes the emergence of systemic risk in a network model of interconnected bank balance sheets. Given a shock to asset values of one or several banks, systemic risk in the form of multiple bank defaults depends on the strength of balance sheets and asset market liquidity. The price...
Persistent link: https://www.econbiz.de/10013114094
Persistent link: https://www.econbiz.de/10003902196