Home / Complexity, Concentration and Contagion - paper by Prasanna Gai, Andrew Haldane and Sujit Kapadia

Complexity, Concentration and Contagion - paper by Prasanna Gai, Andrew Haldane and Sujit Kapadia

This paper develops a network model of interbank lending in which unsecured claims, repo activity and shocks to the haircuts applied to collateral assume centre stage.
Published on 01 August 2011
PDFComplexity, concentration and contagion

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