Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/203218 
Erscheinungsjahr: 
2018
Schriftenreihe/Nr.: 
IES Working Paper No. 39/2018
Verlag: 
Charles University in Prague, Institute of Economic Studies (IES), Prague
Zusammenfassung: 
This paper investigates systemic risk and contagion processes in the inter-bank network using network science methods. The inter-bank network consisting 10 banks, similar to the real world inter-bank networks, is studied to understand the contagion process in the network regarding changes in the network structure, as well as changes in the characteristics of components. Simulations support the claim that heterogeneous networks are more resilient to contagious shocks, while systemic shocks are more problematic in homogeneous networks. The study also shows that more interconnections among banks could accelerate or block contagion proces depending on the structure of the network and seniority of debts in the inter-bank network as well.
Schlagwörter: 
Complex Networks
Systemic Risk
Contagion
Default Risk
Epidemic Modeling
JEL: 
G01
G21
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe
849.49 kB





Publikationen in EconStor sind urheberrechtlich geschützt.