Criticality in a model of banking crises

Physica A: Statistical Mechanics and its Applications

Volumn 299, Issue 1-2, 2001, Pages 205-212

  Iori, Giulia ^a   Jafarey, Saqib ^b  

^a KING'S COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF LIVERPOOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; FAILURE ANALYSIS;

AVALANCHE EFFECTS; BANKING CRISES;

RISK ASSESSMENT;

EID: 0035471557     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(01)00297-7     Document Type: Conference Paper

References (9)

1. Systemic risk in the netting system
2. The efficiency of self-regulated payment systems: Learning from the Suffolk system
3. Bank runs, deposit insurance and liquidity
4. Asset bubbles, domino effects and "lifeboats": Elements of the East Asian crisis
5. Interbank exposures: Quantifying the risk of contagion, mimeo
6. Distinguishing panics and information-based bank runs: Welfare and policy implication
7. Interbank lending and systemic risk