Rollover risk, network structure and systemic financial crises

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2012
Volume: 36
Issue: 8
Pages: 1088-1100

Authors (3)

Anand, Kartik (Deutsche Bundesbank) Gai, Prasanna (not in RePEc) Marsili, Matteo (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The breakdown of short-term funding markets was a key feature of the global financial crisis of 2007/2008. Drawing on ideas from global games and network growth, we show how network topology interacts with the funding structure of financial institutions to determine system-wide crises. Bad news about a financial institution can lead others to lose confidence in it and their withdrawals, in turn, trigger problems across the interbank network. Once broken, credit relations take a long time to re-establish as a result of common knowledge of the equilibrium. Our findings shed light on public policy responses during and after the crisis.

Technical Details

RePEc Handle
repec:eee:dyncon:v:36:y:2012:i:8:p:1088-1100
Journal Field
Macro
Author Count
3
Added to Database
2026-01-24