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1. 1. On Shock Propagation in Financial Networks

   University essay from Lunds universitet/Institutionen för reglerteknik

   Author : Isabelle Rosenberg; Viktor Svensson; [2018]
   Keywords : Technology and Engineering;

   Abstract : This thesis develops a simplified financial network model for an interbank lending system which is then analyzed in terms of contagion when exposed to external liquidity shocks. The aim is to understand how individual institutions and the network structure affect the shock propagation and finding factors that increase respectively decrease the systemic risk of the network. READ MORE