Systemic credit freezes in financial lending networks

DOI10.1007/s11579-020-00272-zzbMath1461.91334OpenAlexW3024995693MaRDI QIDQ829216

Asuman Ozdaglar, James Siderius, Alireza Tahbaz-Salehi, Daron Acemoglu

Publication date: 5 May 2021

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/w27149.pdf

zbMATH Keywords

contagionsystemic riskcounterparty riskcredit freezesendogenous financial networks

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

Related Items (5)

Preface to the special issue on systemic risk and financial networks ⋮ Multilayer interbank networks and systemic risk propagation: evidence from China ⋮ Leveraging the network: a stress-test framework based on debtrank ⋮ Contagion in networks: stability and efficiency ⋮ Unnamed Item

Cites Work

• Rollover risk, network structure and systemic financial crises
• Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
• Fear of Fire Sales, Illiquidity Seeking, and Credit Freezes *
• Systemic Risk in Financial Systems
• Contagion in financial networks
• Prevalence

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