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Tesi etd-06252012-165649


Thesis type
Tesi di laurea magistrale
Author
BENETTON, MATTEO
URN
etd-06252012-165649
Title
Beware of topology! An analysis of contagion in banking networks.
Struttura
ECONOMIA
Corso di studi
SCIENZE ECONOMICHE
Commissione
relatore Prof. Fagiolo, Giorgio
relatore Prof. Bottazzi, Giulio
Parole chiave
  • Financial network
  • Contagion
Data inizio appello
16/07/2012;
Consultabilità
completa
Riassunto analitico
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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