Browsing Robert Schuman Centre for Advanced Studies (RSCAS) by Author "BABUS, Ana"

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Title: Asset Commonality, Debt Maturity and Systemic Risk Author(s): ALLEN, Franklin; BABUS, Ana; CARLETTI, Elena Date: 2010-11-20 Type of Publication: Working Paper Series/Report no.: Wharton Financial Institutions Center Abstract: We develop a model where financial institutions swap projects in order to diversify their individual risk. This can lead to two dfferent asset structures. In a clustered structure groups of financial institutions hold ...
Title: Financial Connections and Systemic Risk Author(s): ALLEN, Franklin; BABUS, Ana; CARLETTI, Elena Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: An important source of systemic risk is overlapping portfolio exposures among financial institutions. We develop a model where institutions form connections through swaps of projects in order to diversify their individual ...
Title: Financial Connections and Systemic Risk Author(s): ALLEN, Franklin; BABUS, Ana; CARLETTI, Elena Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We develop a model where institutions form connections through swaps of projects in order to diversify their individual risk. These connections lead to two different network structures. In a clustered network groups of ...
Title: Financial Crises: Theory and Evidence Author(s): ALLEN, Franklin; BABUS, Ana; CARLETTI, Elena Date: 2009 Type of Publication: Article

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