Software simulation: Circular Leverage in Bank-NBFI Synthetic Risk Transfer Networks

Bilar, Daniyel Yaacov · 2026-04-19 · software · mit-license

Version of record (canonical): https://doi.org/10.5281/zenodo.19651937

Abstract

Circular leverage in bank-NBFI SRT networks: simulation code

Keywords

synthetic risk transfer · circular leverage · network contagion · phase transition · Dragon King · LPPLS · private credit · systemic risk

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