Thesis etd-06252012-165649 |
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Thesis type
Tesi di laurea magistrale
Author
BENETTON, MATTEO
URN
etd-06252012-165649
Thesis title
Beware of topology! An analysis of contagion in banking networks.
Department
ECONOMIA
Course of study
SCIENZE ECONOMICHE
Supervisors
relatore Prof. Fagiolo, Giorgio
relatore Prof. Bottazzi, Giulio
relatore Prof. Bottazzi, Giulio
Keywords
- Contagion
- Financial network
Graduation session start date
16/07/2012
Availability
Full
Summary
The dissertation analyze systemic risk in banking networks characterized by different topologies. By employing a simple theoretical model, we compare contagion dynamics in a benchmark Erdos-Renyi banking network with other models that resemble more closely real-world banking systems. We study the impact of both credit and funding shocks and the role of capital and liquidity buffers.
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