Dynamic clearing and contagion in financial networks


We will consider an extension of the Eisenberg-Noe model of financial contagion to allow for time dynamics in both discrete and continuous time. Mathematical results on existence and uniqueness of firm wealths under discrete... [ view full abstract ]


  1. Tathagata Banerjee (Washington University in St. Louis)
  2. Alex Bernstein (University of California, Santa Barbara)
  3. Zachary Feinstein (Washington University in St. Louis)

Topic Area

Systemic Risk


FR-A-EM » Systemic Risk: Network Models (10:00 - Friday, 20th July, Emmet)

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