Failure and Rescue in an Interbank Network

This paper is concerned with systemic risk in an interbank market, modelled as a directed graph of interbank obligations. This builds on the modelling paradigm of Eisenberg and Noe [Eisenberg L, Noe TH (2001) Systemic risk in financial systems. Management Sci. 47(2):236-249] by introducing costs of...

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Veröffentlicht in:	Management science 2013-04, Vol.59 (4), p.882-898
Hauptverfasser:	Rogers, L. C. G., Veraart, L. A. M.
Format:	Artikel
Sprache:	eng
Schlagworte:	Acquisitions & mergers Acquisitions and mergers Analysis Bank assets Bank clearings bank failure Bank failures Bank liabilities Bank loans Banking Banking crises Banking regulation Banks Business networks contagion Economic crisis Failure Financial institutions Financial services Financial systems interbank network Loans Management science merger Net assets Risk Studies
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