Financial institutions and markets are highly interconnected but only recently has a burgeoning literature started to emerge to map these interconnections and to assess their impact on financial risks...
Two information retrieval measures, authority centrality and hub centrality, are implemented to assess the systemic importance of Colombian financial market infrastructures. Unlike standard centrality...
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.