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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”

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”