Structure of Banks' Balance Sheet and Systemic Risk of Banking Network

Objective: The purpose of this paper is to estimate the systemic risk of the banking industry, considering the structure of banks' balance sheets in the interbank money market. To do this research, it develops a network model based on banks' balance-sheet interdependence to analyze how the...

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Autores principales: Abdorreza Shakeri, Negar Khosravipour, Mahboobeh Jafari
Formato: article
Lenguaje:FA
Publicado: Shahid Bahonar University of Kerman 2020
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Acceso en línea:https://doaj.org/article/2b8659ce0fdc49878044fabdd8c0ec48
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