University of Cambridge: A Network Model Of Financial Contagion Due To Overlapping Portfolios
Stability of financial networks:
Financial networks: networks of financial institutions (banks) with mutual relationships (e.g. Allen and Gale 00, Boss et al. 05, Iori et al. 08, E Santos and Cont 10…) How can stress that originates in a part of the system propagate to the whole system? (e.g. Gai and Kapadia 10, Amini et al. 10, Georg 10, May and Arinaminpathy 10, May and Haldane 11, Arinaminpathy et al. 12, …) Many contagion mechanisms: we focus on overlapping portfolios (commonOnly users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net