Contagion in Financial Systems: A Bayesian Network Approach (Q4635241)

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scientific article; zbMATH DE number 6860067
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Contagion in Financial Systems: A Bayesian Network Approach
scientific article; zbMATH DE number 6860067

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    Contagion in Financial Systems: A Bayesian Network Approach (English)
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    16 April 2018
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    Bayesian network
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    financial contagion
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    measure of systemic risk
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    multivariate default risk
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    probability of default
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    structural default risk model
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    systemic risk
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