Assessing the risk of default propagation in interconnected sectoral financial networks
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DOI: 10.1140/epjds/s13688-019-0211-y
Abstract: Systemic risk of financial institutions and sectoral companies relies on their inter-dependencies. The inter-connectivity of the financial networks has proven to be crucial to understand the propagation of default, as it plays a central role… read more here.
Keywords: propagation; assessing risk; default propagation; default ... See more keywords