Fiche du document
Auteur
Date
2013
Discipline
Type de document
Périmètre
Langue
Identifiants
- handle: 10670/1.nluhm3
- halshs: halshs-00833379
Source
Organisation
Mots-clés
Financial institutions Financial contagionSujets proches
Financial intermediaries Lending institutionsCiter ce document
Gabrielle Demange, « Diffusion of Defaults Among Financial Institutions », Archive Ouverte d'INRAE, ID : 10670/1.nluhm3
Métriques
Partage / Export
Résumé
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.