Debt Swapping for Risk Mitigation in Financial Networks.
Pál András PappRoger WattenhoferPublished in: EC (2021)
Keyphrases
- risk management
- credit risk
- risk assessment
- risk evaluation
- risk analysis
- decision support system
- portfolio optimization
- financial institutions
- risk factors
- social networks
- complex networks
- network structure
- network analysis
- commercial banks
- portfolio management
- financial services
- network design
- decision making
- evaluation method
- project management
- computer networks
- short term
- social network analysis
- bayesian networks
- stock price
- power law
- heterogeneous networks
- network model
- telecommunication networks
- financial data
- network size
- stock index futures
- case study
- financial risk