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Network-based risk measurements for interbank systems
This paper focuses on evaluating the systemic risk in interbank networks, proposing a series of measurements: risk distance, risk degree and m-order risk degree. The proposed measurements are formally proven to have good basic and extended properties that are able to reflect the effect of bank size,...
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| Udgivet i: | PLoS One |
|---|---|
| Main Authors: | , , |
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Public Library of Science
2018
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| Fag: | |
| Online adgang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6042746/ https://ncbi.nlm.nih.gov/pubmed/30001356 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0200209 |
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