Crisis and contagion in financial networks: a dynamic approach. Bouche, D.; Kempf, H.; and Lionnet, A. 00000
abstract   bibtex   
We study the dynamics of a connected banking sector where the financial links between banks are explicitly modelled, including the liquidation procedures in the case of the failure of an individual bank. This model of banking network allows us to simulate the bankruptcy contagion process and quantify the extent of a banking crisis. We discuss the impact of various structural parameters on the contagion process.
@article{bouche_crisis_nodate,
	title = {Crisis and contagion in financial networks: a dynamic approach},
	abstract = {We study the dynamics of a connected banking sector where the financial links between banks are explicitly modelled, including the liquidation procedures in the case of the failure of an individual bank. This model of banking network allows us to simulate the bankruptcy contagion process and quantify the extent of a banking crisis. We discuss the impact of various structural parameters on the contagion process.},
	language = {en},
	author = {Bouche, Dimitri and Kempf, Hubert and Lionnet, Arnaud},
	note = {00000},
	pages = {39}
}
Downloads: 0