The interconnected nature of financial systems: Direct and common exposures
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DOI: 10.1016/j.jbankfin.2017.05.010
Abstract: Abstract To capture systemic risk related to network structures, this paper introduces a measure that complements direct exposures with common exposures, as well as compares these to each other. Trying to address the interconnected nature… read more here.
Keywords: common exposures; network; interconnected nature; financial systems ... See more keywords