Impact of Contingent Payments on Systemic Risk in Financial Networks

22 May 2018Tathagata BanerjeeZachary Feinstein

In this paper we study the implications of contingent payments on the clearing wealth in a network model of financial contagion. We consider an extension of the Eisenberg-Noe financial contagion model in which the nominal interbank obligations depend on the wealth of the firms in the network... (read more)

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