Quantitative Modeling of Systemic Risk in a Globalized Banking System: Methodological Challenges

Martin Summer

Chapter 18 in Globalization and Systemic Risk, 2009, pp 275-290 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionNetworks of Debt and Contagion of Insolvency: The Eisenberg–Noe ModelApplications to Domestic and International Banking SystemsHow Could the Model be Improved?ConclusionsReferences

Keywords: Globalization; Banking; Financial Markets; Systemic Risk; Financial Crisis; Contagion (search for similar items in EconPapers)
Date: 2009
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