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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,...
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| Hlavní autoři: | , , , , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Nature Publishing Group
2012
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| Témata: | |
| On-line přístup: | 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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