Controlling systemic risk: Network structures that minimize it and node properties to calculate it.

@article{Krause2021ControllingSR,
  title={Controlling systemic risk: Network structures that minimize it and node properties to calculate it.},
  author={Sebastian M. Krause and H. Stefancic and G. Caldarelli and Vinko Zlati'c},
  journal={Physical review. E},
  year={2021},
  volume={103 4-1},
  pages={
          042304
        }
}
Evaluation of systemic risk in networks of financial institutions in general requires information of interinstitution financial exposures. In the framework of the DebtRank algorithm, we introduce an approximate method of systemic risk evaluation which requires only node properties, such as total assets and liabilities, as inputs. We demonstrate that this approximation captures a large portion of systemic risk measured by DebtRank. Furthermore, using Monte Carlo simulations, we investigate… Expand
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