| dc.contributor | Dr. Alexander Dentler | |
| dc.creator | Rosales Ramírez, Luis Felipe | |
| dc.date | 2020-08-20T00:52:56Z | |
| dc.date | 2020-08-20T00:52:56Z | |
| dc.date | 2020 | |
| dc.date.accessioned | 2023-07-21T16:41:21Z | |
| dc.date.available | 2023-07-21T16:41:21Z | |
| dc.identifier | 168350.pdf | |
| dc.identifier | http://hdl.handle.net/11651/4303 | |
| dc.identifier.uri | https://repositorioslatinoamericanos.uchile.cl/handle/2250/7734215 | |
| dc.description | This 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.format | application/PDF | |
| dc.format | application/pdf | |
| dc.language | eng | |
| dc.publisher | El Autor | |
| dc.subject | Banks and banking -- Effect of financial crises on -- Mathematical models. | |
| dc.title | The importance of degree statistics on the spread of financial contagion | |
| dc.type | Tesis de licenciatura | |
