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DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk

Systemic risk, here meant as the risk of default of a large portion of the financial system, depends on the network of financial exposures among institutions. However, there is no widely accepted methodology to determine the systemically important nodes in a network. To fill this gap, we introduce,...

Πλήρης περιγραφή

Αποθηκεύτηκε σε:
Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Battiston, Stefano, Puliga, Michelangelo, Kaushik, Rahul, Tasca, Paolo, Caldarelli, Guido
Μορφή: Artigo
Γλώσσα:Inglês
Έκδοση: Nature Publishing Group 2012
Θέματα:
Διαθέσιμο Online:https://ncbi.nlm.nih.gov/pmc/articles/PMC3412322/
https://ncbi.nlm.nih.gov/pubmed/22870377
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/srep00541
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