Systemic Risk in Interbank Networks

01 October 2013 → 30 September 2017
Regional and community funding: Special Research Fund, Research Foundation - Flanders (FWO)
Research disciplines
  • Social sciences
    • Applied economics
    • Business administration and accounting
    • Economic history
    • Macroeconomics and monetary economics
    • Management
    • Microeconomics
    • Tourism
interbank networks systemic risk network theory
Project description

Using Russian data we first gather stylized facts about interbank networks. Next, we model this market and look for the borderline between a stable and unstable market and we try to identify systemically important institutions and their characteristics.