01:09:11duration 1 hour 9 minutes
CAM Colloquium - Agostino Caponni: Liability…
CAM Colloquium - Agostino Caponni: Liability Concentration and Systemic Losses in Financial Networks
We develop a majorization-based tool to compare financial networks with a focus on the implications of liability concentration. Specifically, we quantify liability concentration by applying the…