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Keywords: Contagion channel
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Journal Articles
Journal:
Journal of Financial Economic Policy
Journal of Financial Economic Policy (2014) 6 (1): 78–92.
Published: 01 April 2014
... on their RBC regulatory thresholds within, we simultaneously deploy all three contagion channels, we use a large-scale network with extended cascading failure models, and we properly account for losses on interbank assets as shared unequally across lenders. To evaluate alternative approaches for allocating...
