Project

Systemic Risk in Interbank Networks

Code
3F023913
Duration
01 October 2013 → 30 September 2017
Funding
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
Keywords
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.