Rizzo, Claudia (A.A. 2020/2021) Estimating contagion in the interbank market: a network-based approach. Tesi di Laurea in Advanced financial economics, Luiss Guido Carli, relatore Paolo Porchia, pp. 84. [Master's Degree Thesis]

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Abstract/Index

The role of the banking sector in financial crises. Systemic risk: are some banks too interconnected to fail? Assessing systemic risk: the regulators’ approach. A theoretical framework for network analysis. Basic definitions. Interconnectedness. Centrality. Implications of the network structure on the interbank market. The interbank network. Network reconstruction methods: maximum entropy and minimum density. The data. The interbank network.

References

Bibliografia: pp. 63-69.

Thesis Type:	Master's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair:	Advanced financial economics
Thesis Supervisor:	Porchia, Paolo
Thesis Co-Supervisor:	Santucci de Magistris, Paolo
Academic Year:	2020/2021
Session:	Autumn
Deposited by:	Alessandro Perfetti
Date Deposited:	22 Mar 2022 16:15
Last Modified:	22 Mar 2022 16:15
URI:	https://tesi.luiss.it/id/eprint/31800

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