Output details
11 - Computer Science and Informatics
University of Bath
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Output 0 of 0 in the submission
Article title
Interbank lending and the spread of bank failures : a network model of systemic risk
Type
D - Journal article
Title of journal
Journal of Economic Behavior & Organization
Article number
-
Volume number
83
Issue number
3
First page of article
583
ISSN of journal
0167-2681
Year of publication
2012
Number of additional authors
1
Additional information
<29>This paper addresses the question of systemic risk and works towards a comprehensive assessment of its determinants.
The Reserve Bank of India use our model in their Financial Stability Report (see http://rbidocs.rbi.org.in/rdocs/PublicationReport/Pdfs/FSPI260613FL.pdf )
Simone Giansante (s.giansante@bath.ac.uk) is a consultant to the RBI and Krause developed the model in conjunction with him.
Interdisciplinary
-
Cross-referral requested
-
Research group
B - Intelligent Systems
Citation count
2
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-
