Systemic Risk in Interbanking Networks.
Lijun BoAgostino CapponiPublished in: SIAM J. Financial Math. (2015)
Keyphrases
- decision making
- high risk
- social networks
- risk assessment
- risk management
- network structure
- computer networks
- network model
- risk measures
- small world
- multi agent
- database systems
- data sets
- complex systems
- real time
- risk factors
- biological networks
- network design
- power law
- cellular networks
- machine learning
- telecommunication networks
- portfolio management