DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk

Systemic risk, here meant as the risk of default of a large portion of the financial system, depends on the network of financial exposures among institutions. However, there is no widely accepted methodology to determine the systemically important nodes in a network. To fill this gap, we introduce,...

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Detalles Bibliográficos
Autores principales: Battiston, Stefano, Puliga, Michelangelo, Kaushik, Rahul, Tasca, Paolo, Caldarelli, Guido
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group 2012
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3412322/
https://www.ncbi.nlm.nih.gov/pubmed/22870377
http://dx.doi.org/10.1038/srep00541

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3412322/
https://www.ncbi.nlm.nih.gov/pubmed/22870377
http://dx.doi.org/10.1038/srep00541

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