Systemic Risk in Interbanking Networks (Q5258451)
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scientific article; zbMATH DE number 6450929
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systemic Risk in Interbanking Networks |
scientific article; zbMATH DE number 6450929 |
Statements
Systemic Risk in Interbanking Networks (English)
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26 June 2015
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interacting jump diffusions
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interbanking lending
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weak convergence
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systemic indicators
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time varying square root diffusions
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