Fig. 8From: The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networksEmpirical cumulative distribution functions of the number of defaults in 100 simulations of the relative liabilities matrix Π each averaged over 100 simulations of C, for two integration values c=0.3 and c=0.7 for α=0.9 (a) and α=0.925 (b)Back to article page