Borradores de Economia
Número:
920
Publicado:
Clasificación JEL:
G21, L14, C63
Palabras clave:
Financial Networks, Contagion, default, Liquidity
Lo más reciente
Diego Fernando Cuesta-Mora, Gómez-Molina Andrés Camilo
Andrés Nicolás Herrera-Rojas, David Camilo López-Valenzuela, Juan José Ospina-Tejeiro, Jesús Antonio Bejarano-Rojas
Jaime Alfredo Bonet-Moron, Yuri Carolina Reina-Aranza, Adriana Ortega, Ana Rosa Polanco
We implement a modified version of DebtRank, a measure of systemic impact inspired in feedback centrality, to recursively measure the contagion effects caused by the default of a selected financial institution. In our case contagion is a liquidity issue,