Network analysis and systemic FX settlement risk

DOI10.1515/STRM-2015-0006zbMath1415.91335OpenAlexW2582325269MaRDI QIDQ2409059

José Henry León-Janampa

Publication date: 10 October 2017

Published in: Statistics \& Risk Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/strm-2015-0006

zbMATH Keywords

networksriskstatisticsquantitative finance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Small world graphs, complex networks (graph-theoretic aspects) (05C82) Actuarial science and mathematical finance (91G99)

Cites Work

• A faster algorithm for betweenness centrality*
• Contagion in financial networks
• Fast unfolding of communities in large networks
• Networks

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