Interbank Credit Lines as a Channel of Contagion

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Subfields: Finance

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RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS (2011, background): “es [36]. In the nance literature, in the context of banking systems, contagion eects and network externalities have been investigated in both in theoretical [1, 10, 19, 22, 45] and empirical studies [17, 20, 49, 44]. Network externalities are {implicitly or explicitly{ present in various early discu”
Contagion and risk-sharing on the inter-bank market (2013, background): “Muller (2006) and Upper and125 Worms (2004), by analyzing data for the Swiss and German banking systems respectively,126 show that in both cases there is significant potential for this to occur.”
Systemic risk, financial contagion and financial fragility (2010, methodology): “In particular, we study financial contagion through the interbank market as is commonly done in several works like Iori and Jafarey (2001), Nier et al. (2006), Boss et al. (2004b), and Muller (2006).”
Simulation methods to assess the danger of contagion in interbank markets (2011, background): “Furfine (2003) and Müller (2006) have looked at the role of liquidity in the contagion process, although their scenarios differ considerably.”