Assessing the impact of incomplete information on the resilience of financial networks
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DOI: 10.1007/s10479-019-03306-y
Abstract: This paper explores the issue of robustness against failure cascades for the network of interbank exposures. The available data were retrieved through the Bank for International Settlements database and report only incomplete information from which… read more here.
Keywords: incomplete information; impact incomplete; resilience; network ... See more keywords