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This document discusses international banking activities during the financial crisis. It first presents stylized facts about foreign claims and liabilities of international banks from 2000-2008. It then describes a simple model of financial contagion based on bank balance sheets and deleveraging assumptions. The model is used to simulate the effects of shocks on bank assets and liabilities to illustrate contagion channels. The outcomes are compared to actual deleveraging observed during the crisis.

Author

caitlynharvey

Language

EN