This paper analyzes the contagion effects associated with the failure of Silicon Valley Bank (SVB) and identifies bank …

bilateral exposures. The algorithm goes beyond the traditional default-cascade mechanism, according to which contagion …-but-non-defaulting institutions transmit the contagion through channels other than solvency: weakness in their balance sheet reduces the value of …

This paper examines the potential for contagion within the Czech banking system via the channel of interbank exposures … computational model is used to assess the resilience of the Czech banking system to interbank contagion, taking into account the … the network. The simulation results suggest that the potential for contagion due to credit losses on interbank exposures …

, triggering contagion across asset classes. To buttress financial system resilience, we lay out a menu of macroprudential policies … that deactivate this channel of financial contagion. …

This paper proposes a new way to model and analyze contagion in interbank networks. We use a unique dataset from the … Brazilian financial system and include all active financial intermediaries. We show that the contagion chain has a short … propagation path. We find that first-round contagion is generated only by banks and that medium-sized banks can generate contagion …

. It is necessary to analyze the contagion of losses among banks, especially the equilibrium of joint defaults and recovery … are modified by adding a premium to capture the contagion effects. …