Systemic interbank network risks in Russia

zbMath1414.91398arXiv1410.0125MaRDI QIDQ266701

Andrei V. Leonidov, Evgenii L. Rumyantsev

Publication date: 13 April 2016

Published in: Moscow Journal of Combinatorics and Number Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.0125

zbMATH Keywords

credit riskcontagioninterbank marketsystemic risk

Mathematics Subject Classification ID

Credit risk (91G40)

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