[HTML][HTML] Mapping systemic risk: critical degree and failures distribution in financial networks
The financial crisis illustrated the need for a functional understanding of systemic risk in
strongly interconnected financial structures. Dynamic processes on complex networks being …
strongly interconnected financial structures. Dynamic processes on complex networks being …
[HTML][HTML] A simulation tool for exploring the evolution of temporal interbank networks
VY Guleva, KO Bochenina… - Journal of Artificial …, 2017 - jasss.soc.surrey.ac.uk
The topology of the interbank market plays a crucial role during a crisis, affecting the
spreading or absorption of financial shock. The structure of an interbank network changes in …
spreading or absorption of financial shock. The structure of an interbank network changes in …
[PDF][PDF] Interbank network disruptions and the real economy
D Safonova - 2017 Meeting Papers, 2017 - dashasafonova.com
Shocks to the structure of the interbank lending network can have important macroeconomic
repercussions. This paper examines the impact of the dynamic structure of the interbank …
repercussions. This paper examines the impact of the dynamic structure of the interbank …
Agent-based Modeling and Statistical Analysis of Complex Systems, with Applications to Financial Network for Failing Banks
F El-Masri - 2015 - search.proquest.com
This dissertation describes the application of Agent-Based Modeling (ABM) to the study of
complex networked systems. Such complex systems cannot be simulated with a …
complex networked systems. Such complex systems cannot be simulated with a …
[PDF][PDF] Hálózati modell együttes csődvalószínűségek meghatározására
A pénzügyi piacokon a befektetok számára lehetoség van arra, hogy hitelderivatıvák
segıtségével kötvénykibocsátó cégek nemfizetési kockázata ellen védjék magukat. Ezekre a …
segıtségével kötvénykibocsátó cégek nemfizetési kockázata ellen védjék magukat. Ezekre a …