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This paper employs a computational model of solvency and liquidity contagion assessing the vulnerability of banks to systemic risk. We find that the main risk drivers relate to the financial connections a bank has and the market...

Solvency liquidity Interbank loans Network topology Banking crises systemic risk systemic crisis bank failure

We model a stylized banking system where banks are characterized by the amount of capital, cash reserves and their exposure to the interbank loan market as borrowers as well as lenders. A network of interbank lending is...

Interbank loans Banking crises systemic risk Network topology Tiering “Too big to fail”

This paper employs a computational model of solvency and liquidity contagion assessing the vulnerability of banks to systemic risk. We find that the main risk drivers relate to the financial connections a bank has and the market...

Solvency liquidity Interbank loans Network topology Banking crises systemic risk systemic crisis bank failure

We model a stylized banking system where banks are characterized by the amount of capital, cash reserves and their exposure to the interbank loan market as borrowers as well as lenders. A network of interbank lending is...

Interbank loans Banking crises systemic risk Network topology Tiering “Too big to fail”