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dc.contributor.advisorDr. Alexander Dentler
dc.creatorRosales Ramírez, Luis Felipe
dc.date.issued2020
dc.identifier168350.pdf
dc.identifier.urihttp://hdl.handle.net/11651/4303
dc.description.abstractThis project assesses the importance of bank-degree statistics on the probability of default ofbanks in the financial system. A network of banks linked by obligations is generated and studiedunder contagion. If the system faces heterogeneity in the amount of defaults, bank-specificinformation is valuable to measure the risk of contagion in the network. In contrast, when themajority of the system is in a single state (default, survive) degree statistics do not add valuableinformation. In a crisis, regulators can use the information of degree statistics to prevent wavesof contagion and enhance the resilience of the system.
dc.formatapplication/PDF
dc.language.isoeng
dc.publisherEl Autor
dc.subject.lcshBanks and banking -- Effect of financial crises on -- Mathematical models.
dc.titleThe importance of degree statistics on the spread of financial contagion
dc.typeTesis de licenciatura
dc.accessrightsAcceso restringido
dc.recordIdentifier000168350
thesis.degree.grantorCentro de Investigación y Docencia Económicas
thesis.degree.nameLicenciatura en Economía


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