Monitoring vulnerability and impact diffusion in financial networks
From MaRDI portal
Publication:1655627
DOI10.1016/j.jedc.2017.01.001zbMath1401.91566OpenAlexW2567862167MaRDI QIDQ1655627
Benjamin Miranda Tabak, Thiago Christiano Silva, Sergio Rubens Stancato Souza
Publication date: 9 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2017.01.001
Related Items (7)
Systemic risk measures ⋮ Evaluating systemic risk using bank default probabilities in financial networks ⋮ Portfolio optimization with asset-liability ratio regulation constraints ⋮ Multiplex networks of the guarantee market: evidence from China ⋮ Network entropy and systemic risk in dynamic banking systems ⋮ Matrix functions in network analysis ⋮ Identification of systemically important financial institutions in a multiplex financial network: a multi-attribute decision-based approach
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- Network models and financial stability
- Systemic risk mitigation in financial networks
- Leveraging the network: a stress-test framework based on debtrank
- RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS
- Machine Learning in Complex Networks
- Systemic Risk in Financial Systems
- Contagion in financial networks
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