Auflistung nach Autor "Delli Gatti, Domenico"
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Bank Networks: Contagion, Systemic Risk and Prudential Policy
Aldasoro, Iñaki; Delli Gatti, Domenico; Faia, Ester (2015-07-01)We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest in non-liquid assets. Market clearing takes place through a tâtonnement process which yields the ...