Default contagion in financial block networks


We extend analytic results on default contagion in large financial networks to capture a pronounced block model structure which includes as a special case core-periphery networks. In the literature on systemic risk in large... [ view full abstract ]


  1. Nils Detering (University of California, Santa Barbara)
  2. Konstantinos Panagiotou (University of Munich)
  3. Daniel Ritter (Univesity of Munich)
  4. Thilo Meyer-Brandis (University of Munich)

Topic Areas

Asymptotics , Systemic Risk


MO-A-EM » Systemic Risk (11:30 - Monday, 16th July, Emmet)

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