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Reverse stress testing interbank networks
We reverse engineer dynamics of financial contagion to find the scenario of smallest exogenous shock that, should it occur, would lead to a given final systemic loss. This reverse stress test can be used to identify the potential triggers of systemic events, and it removes the arbitrariness in the s...
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| Publicado no: | Sci Rep |
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| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Nature Publishing Group UK
2017
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5688116/ https://ncbi.nlm.nih.gov/pubmed/29142251 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/s41598-017-14470-1 |
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