Measuring Financial Systemic Risk: Net Liability Clearing Mechanism and Contagion Effect.
Jiali MaShushang ZhuDuan LiPublished in: J. Syst. Sci. Complex. (2024)
Keyphrases
- risk management
- decision making
- financial markets
- financial risk
- risk analysis
- financial crisis
- portfolio optimization
- credit risk
- corporate governance
- perceived risk
- negative impact
- portfolio management
- neural network
- high risk
- learning mechanism
- computational model
- minimum risk
- early warning
- financial data
- risk assessment
- non stationary
- data mining