What is the minimal systemic risk in financial exposure networks?
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Publication:2191503
DOI10.1016/J.JEDC.2020.103900OpenAlexW3015189458MaRDI QIDQ2191503
Stefan Thurner, Christian Diem, Anton Pichler
Publication date: 25 June 2020
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.05931
network optimizationcontagionmixed-integer linear programminginterbank marketfinancial networksDebtRanknetwork topology measures and systemic risksystemic risk-efficiency
Related Items (3)
Reducing systemic risk in a multi-layer network using reinforcement learning ⋮ Multivariate stress scenario selection in interbank networks ⋮ Optimal network compression
Uses Software
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