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Network-based computational techniques to determine the risk drivers of bank failures during a systemic banking crisis
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...
Network-based computational techniques to determine the risk drivers of bank failures during a systemic banking crisis
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...