Diffusion of Defaults Among Financial Institutions

Gabrielle Demange

Post-Print from HAL

Abstract: The paper proposes a simple unified model for the diffusion of defaults across financial institutions and presents some measures for evaluating the risk imposed by a bank on the system. So far the standard contagion processes might not incorporate some important features of financial contagion.

Keywords: Financial institutions; Financial contagion (search for similar items in EconPapers)
Date: 2013
References: Add references at CitEc
Citations:

Published in Frédéric Abergel ; Bikas K. Chakrabarti ; Anirban Chakraborti ; Asim Ghosh. Econophysics of Systemic Risk and Network Dynamics, Springer, pp.3-17, 2013

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: Diffusion of Defaults Among Financial Institutions (2013)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00833379

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().