Global ETD Search
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Showing 1 to 2 of 2 for “"Lending networks"”.
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Propagation of credit freezes in financial lending networks
… to much of the previous literature on financial networks, the focus is on how "fear of future default" can lead to "credit freezes" before the realization of these uncertainties. Specifically, we show that increases in the riskiness of one or few banks can lead to systemic credit freeze …
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Optimal monitoring and mitigation of systemic risk in lending networks
… policies to manage systemic risk in financial networks. Given a one-period borrower-lender network in which all debts are due at the same time and have the same seniority, we address the problem of allocating a fixed amount of cash among the nodes to minimize the weighted sum of unpaid …