Adjustable network reconstruction with applications to CDS exposures
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Cites work
- A Comparative Study of Algorithms for Matrix Balancing
- An Exponential Family of Probability Distributions for Directed Graphs
- Assessing interbank contagion using simulated networks
- Consistency under sampling of exponential random graph models
- Exact sampling and counting for fixed-margin matrices
- Filling in the blanks: network structure and interbank contagion
- scientific article; zbMATH DE number 3150484 (Why is no real title available?)
- Large networks and graph limits
- Leveraging the network: a stress-test framework based on debtrank
- Matrices with prescribed row and column sums
- Random graphs with a given degree sequence
- Risk assessment for banking systems
- Statistical analysis of network data. Methods and models
- Systemic risk in financial systems
Cited in
(15)- Reconstruction methods for networks: the case of economic and financial systems
- Bootstrapping topological properties and systemic risk of complex networks using the fitness model
- Editorial for the special issue on dependence models
- Reconstructing the topology of financial networks from degree distributions and reciprocity
- Network interdependence and optimization of bank portfolios from developed and emerging Asia Pacific countries
- Reconstructing and stress testing credit networks
- Network reconstruction with UK CDS trade repository data
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- Dynamic credit default swap curves in a network topology
- Interbank clearing in financial networks with multiple maturities
- Financial contagion in a stochastic block model
- Optimal network compression
- Regression-based network-flow and inner-matrix reconstruction
- Computing systemic risk measures with graph neural networks
- Compound Poisson models for weighted networks with applications in finance
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