BANK PANICS AND FIRE SALES, INSOLVENCY AND ILLIQUIDITY
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Publication:4686505
DOI10.1142/S0219024918500401zbMath1416.91415arXiv1711.05289OpenAlexW2964274997WikidataQ129331727 ScholiaQ129331727MaRDI QIDQ4686505
Publication date: 10 October 2018
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.05289
cascadesystemic riskinsolvencyasset fire salesbanking networkfunding liquidityinterbank exposureasset liability symmetrybank panicsindirect contagionstock flow consistency
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Systemic cascades on inhomogeneous random financial networks ⋮ INTERBANK CREDIT RISK MODELING WITH SELF-EXCITING JUMP PROCESSES
Cites Work
- Macroeconomics from the bottom-up
- Network models and financial stability
- RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS
- Contagion! Systemic Risk in Financial Networks
- DOUBLE CASCADE MODEL OF FINANCIAL CRISES
- Systemic Risk in Financial Systems
- Risk Assessment for Banking Systems
- Contagion in financial networks
- A simple model of global cascades on random networks
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