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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,...
Autores principales: | Battiston, Stefano, Puliga, Michelangelo, Kaushik, Rahul, Tasca, Paolo, Caldarelli, Guido |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Nature Publishing Group
2012
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Materias: | |
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 |
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