142 citations · 280 across the 34 of their papers we have counts for
Showing 2017Show all
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q-fin.MF2017★ 27 cited
Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities
Zachary Feinstein, Weijie Pang, Birgit Rudloff +3
We quantify the sensitivity of the Eisenberg-Noe clearing vector to estimation errors in the bilateral liabilities of a financial system in a stylized setting. The interbank liabil…
q-fin.GN2017
Harry Potter and the Goblin Bank of Gringotts
Zachary Feinstein
Gringotts Wizarding Bank is well known as the only financial institution in all of the Wizarding UK as documented in the works recounting the heroics of Harry Potter. The concentra…
q-fin.RM2017
Obligations with Physical Delivery in a Multi-Layered Financial Network
Zachary Feinstein
This paper provides a general framework for modeling financial contagion in a system with obligations in multiple illiquid assets (e.g., currencies). In so doing, we develop a mult…