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Network-based risk measurements for interbank systems.
This paper focuses on evaluating the systemic risk in interbank networks, proposing a series of measurements: risk distance, risk degree and m-order risk degree. The proposed measurements are formally proven to have good basic and extended properties that are able to reflect the effect of bank size,...
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| Autori principali: | , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Public Library of Science (PLoS)
2018-01-01
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| Serie: | PLoS ONE |
| Accesso online: | http://europepmc.org/articles/PMC6042746?pdf=render |
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