Using a structural model, we estimate the liquidity multiplier of an interbank network and
banks' contributions to systemic risk. To provide payment services, banks hold reserves …

We estimate the liquidity multiplier and study systemic liquidity risk using a network model of
the interbank market. Banks' daily liquidity holding decisions are modelled as a game on a …

We model banks' liquidity holding decision as a simultaneous game on an interbank
borrowing network. We show that at the Nash equilibrium, the contributions of each bank to …

Macro-prudential regulation seeks tools to quantify the systemic implication of individual
bank's behavior⇒ eg banks that generate more systemic risk could face more stringent …

We estimate the liquidity multiplier and study systemic liquidity risk using a network model of
interbank market. Banks' liquidity holding decision is modelled as a simultaneous game on a …

Network Risk and Key Players: A Structural Analysis of Interbank Liquidity Page 1 Network Risk
and Key Players: A Structural Analysis of Interbank Liquidity Edward Denbeeù Christian …

Network Risk and Key Players: A Structural Analysis of Interbank Liquidity Page 1 Network Risk
and Key Players: A Structural Analysis of Interbank Liquidity Edward Denbeeù Christian …

We estimate the liquidity multiplier and study systemic liquidity risk using a network model of
interbank market. Banks' liquidity holding decision is modelled as a simultaneous game on a …

We estimate the liquidity multiplier and study systemic liquidity risk using a network model of
interbank market. Banks' liquidity holding decision is modelled as a simultaneous game on a …

Macro-prudential regulation seeks tools to quantify the systemic implication of individual
bank's behavior⇒ eg banks that generate more systemic risk could face more stringent …