Assessing the risk of default propagation in interconnected sectoral financial networks.
Adrià BarjaAlejandro MartínezAlex ArenasPablo FleurquinJordi NinJosé J. RamascoElena TomásPublished in: EPJ Data Sci. (2019)
Keyphrases
- risk management
- decision making
- portfolio optimization
- risk analysis
- financial crisis
- credit risk
- complex networks
- network structure
- risk assessment
- financial risk
- heterogeneous networks
- real time
- network analysis
- computer networks
- information systems
- social networks
- data sets
- cellular networks
- stock market
- network topologies
- case study
- listed companies
- financial institutions
- minimum risk