articleJournal of Financial StabilityDec 25, 2010Closed access

Simulation methods to assess the danger of contagion in interbank markets

CUChristian Upper

Bank for International Settlements

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Abstract

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631
total citations
FWCI
36.55
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100%
References
106
Citations per year

Authors

1

Topics & keywords

Topics
Keywords
  • Interbank lending market
  • Default
  • Economics
  • Counterfactual thinking
  • Loan
  • Robustness (evolution)
  • Systemic risk
  • Financial contagion
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