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Reverse stress testing interbank networks
We reverse engineer dynamics of financial contagion to find the scenario of smallest exogenous shock that, should it occur, would lead to a given final systemic loss. This reverse stress test can be used to identify the potential triggers of systemic events, and it removes the arbitrariness in the s...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Nature Publishing Group UK
2017
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5688116/ https://www.ncbi.nlm.nih.gov/pubmed/29142251 http://dx.doi.org/10.1038/s41598-017-14470-1 |