In this paper we present a model in which a systematic banking collapse is possible in a perfect foresight, general equilibrium context. Our aim is to determine con3itions under which a collapse will
Networks represent a useful tool to describe relationships among financial firms and network analysis has been extensively used in recent years to study financial connectedness. An aspect, which is of
This is the publicly available dataset for the paper "Cascading failure and systemic risk: A perspective of tail risk network" submitted to the journal Entropy.