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DebtRank-transparency: Controlling systemic risk in financial networks

Nodes in a financial network, such as banks, cannot assess the true risks associated with lending to other nodes in the network, unless they have full information on the riskiness of all other nodes. These risks can be estimated by using network metrics (as DebtRank) of the interbank liability netwo...

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Detalhes bibliográficos
Main Authors: Thurner, Stefan, Poledna, Sebastian
Formato: Artigo
Idioma:Inglês
Publicado em: Nature Publishing Group 2013
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3664900/
https://ncbi.nlm.nih.gov/pubmed/23712454
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/srep01888
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