Carregant...
Systemic stress test model for shared portfolio networks
We propose a dynamic model for systemic risk using a bipartite network of banks and assets in which the weight of links and node attributes vary over time. Using market data and bank asset holdings, we are able to estimate a single parameter as an indicator of the stability of the financial system....
Guardat en:
| Publicat a: | Sci Rep |
|---|---|
| Autors principals: | , , , , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Nature Publishing Group UK
2021
|
| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7870944/ https://ncbi.nlm.nih.gov/pubmed/33558573 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/s41598-021-82904-y |
| Etiquetes: |
Afegir etiqueta
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|