Home
http://www.risk.net/
Homeen-gbNetwork sensitivity of systemic riskHere, we address the more general problem of how shock propagation dynamics depend on the topological details of the underlying network. To this end, we consider different realistic network topologies, all consistent with balance sheet information obtained from real data on financial institutions.
https://www.risk.net/journal-of-network-theory-in-finance/7670141/network-sensitivity-of-systemic-risk
https://www.risk.net/journal-of-network-theory-in-finance/7670141/network-sensitivity-of-systemic-risk
Fri, 28 Aug 2020 12:07:30 +0100