We analyze the emergence of systemic risk in a network model of interconnected bank balance sheets. The model incorporates multiple sources of systemic risk, including size of financial institutions, direct exposure from ...

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 ...

While some economists argued for macro-prudential regulation pre-crisis, the macro-prudential approach and its emphasis on endogenously created systemic risk have only gained prominence post-crisis. Employing discourse and ...

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S&P Global Ratings (previously Standard & Poor’s) is an American credit rating agency (CRA) and a division of S&P Global that publishes financial research and analysis on stocks, bonds, and commodities.

Moody's Analytics BankFocus is the definitive solution for analyzing banks. It's a new approach to global banking data, combining renowned content from Bureau van Dijk and Moody's Investors Service, with expertise from ...

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Web of Science is the world’s most trusted publisher-independent global citation database. Guided by the legacy of Dr Eugene Garfield, inventor of the world’s first citation index, Web of Science™ is the most powerful ...