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.
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