Vulnerability & Impact

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Individual vulnerability vs individual impact (2008 and 2013) Circle size reflects asset size, colors reflect the magnitude of the interbank leverage. The four quadrants divide the banks into four categories.

Battiston, Stefano, Guido Caldarelli, Marco D’errico, and Stefano Gurciullo. 2015. “Leveraging the Network : A Stress-Test Framework Based on DebtRank.” ArXiv 1–33. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2571218.

Last modified on Thursday, 04 February 2016 14:34