Large exposure estimation through automatic business group identification

DOI10.1007/S10479-015-1952-ZzbMath1406.91466OpenAlexW2141029494MaRDI QIDQ513093

Margrét V. Bjarnadóttir, Sigríur Benediktsdóttir, Gumundur A. Hansen

Publication date: 3 March 2017

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-015-1952-z

zbMATH Keywords

systemic riskclient groupslarge exposuresrelated clientsrelated parties

Mathematics Subject Classification ID

Credit risk (91G40)

Cites Work

• Network models and financial stability

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