Финансови мрежи

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С включен данък.

Разработка - 13 страници


  1. Увод
  2. Анализ на финансовите мрежи
  3. Финансова „зараза“ и мрежови модели на банковата система
  4. Финансова „зараза“ по линия на преки междубанкови връзки
  5. Изводи
  6. Заключение


Използвана литература:

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  • Challenge: Strategy, Profit, and Risk in an Interlinked World. Pearson Prentice Hall (June 18, 2009). ISBN 10: 0-13-701191-1.
  • Allen, F. and E. Carletti (2008). “Mark-to-market accounting and liquidity pricing”, Journal of Accounting and Economics, 45 (2–3), pp. 358–378, 2008.
  • Allen, F. and E. Carletti (July 2008). “Financial System: Shock Absorber or Amplifier?”, Bank for International Settlements, Working Paper No.
  • Babus, A. (2005). “Contagion Risk in Financial Networks”. Klaus Liebscher (ed.), In: Financial Development, Integration and Stability, Edward Elgar, 423–440, 2006.
  • Babus, A. (2007). “The Formation of Financial Networks”, Discussion Paper 06-093, Tinbergen Institute.
  • Boss, M., M. Summer and S. Thurner (2004). “Contagion Flow Through Banking Networks”. http://arxiv.org/abs/cond-mat/0403167.
  • Carletti, E. (1999a). “Bank Moral Hazard and Market Discipline”, L.S.E Financial Markets Group Discussion Paper, No. 326 (London: London School of Economics and Political Science, May).
  • Cifuentes, R., G. Ferrucci and H. S. Shin (2005). “Liquidity Risk and Contagion”, Journal of the European Economic Association, 3, pp. 556–566.
  • Craig, B. and G. von Peter (2010). “Interbank Tiering and Money Center Banks”, Bank for International Settlements Working Paper No. 322.
  • Dasgupta, A. (2004). “Financial Contagion Through Capital Connections: A Model of the Origin and Spread of Bank Panics”, Journal of European Economic Association, 2, pp. 1049–1084.
  • Degryse, H. and G. Nguyen (2004). “Interbank Exposures: An Empirical Examination of Contagion Risk in the Belgian Banking System”, TILEC Discussion Paper No. 2006-016.
  • Diamond, D.W. and P.H. Dybvig (June 1983). “Bank Runs, Deposit Insurance, and Liquidity”, Journal of Political Economy, 91, pp. 401–419.