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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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Detalhes bibliográficos
Main Authors: Squartini, Tiziano, van Lelyveld, Iman, Garlaschelli, Diego
Formato: Artigo
Idioma:Inglês
Publicado em: Nature Publishing Group 2013
Assuntos:
Acesso em linha: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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