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Early-warning signals of topological collapse in interbank networks

The financial crisis clearly illustrated the importance of characterizing the level of ‘systemic’ risk associated with an entire credit network, rather than with single institutions. However, the interplay between financial distress and topological changes is still poorly understood. Here we analyze...

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Hlavní autoři: Squartini, Tiziano, van Lelyveld, Iman, Garlaschelli, Diego
Médium: Artigo
Jazyk:Inglês
Vydáno: Nature Publishing Group 2013
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC3842548/
https://ncbi.nlm.nih.gov/pubmed/24285089
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/srep03357
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