Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities (Q3122068)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities |
scientific article |
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Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities (English)
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20 March 2019
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systemic risk
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model risk
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Eisenberg-Noe clearing vector
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sensitivity analysis
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interbank networks
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contagion
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