University of Cambridge > Talks.cam > Cambridge Finance Workshop Series > Crisis, contagion and containment policies in financial networks : A dynamic approach

Crisis, contagion and containment policies in financial networks : A dynamic approach

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact CERF/CF Admin.

We study the dynamics of a connected banking sector where the financial links between banks are explicitly modelled, including the liquidation procedures in the case of the failure of an individual bank. We use network theory so as to study the propagation of a shock within the sector, with an arbitrary number of banks, explicit balance sheets evolving over time, depending on the failing of connected banks This model of banking network allows us to simulate the bankruptcy contagion process and quantify the extent of a banking crisis. It also allows us to assess various forms of prudential policies.

This talk is part of the Cambridge Finance Workshop Series series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2019 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity