30 citations · 31 across the 2 of their papers we have counts for
2 papers
q-fin.RM2016★ 1 cited
How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation
Matteo Serri, Guido Caldarelli, Giulio Cimini
Assessing the stability of economic systems is a fundamental research focus in economics, that has become increasingly interdisciplinary in the currently troubled economic situatio…
q-fin.RM2016★ 30 cited
Entangling credit and funding shocks in interbank markets
Giulio Cimini, Matteo Serri
Credit and liquidity risks represent main channels of financial contagion for interbank lending markets. On one hand, banks face potential losses whenever their counterparties are…