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Systemic Risk Management in Financial Networks with Credit Default Swaps. 智库出版物
2016
作者:  Leduc MV;  Poledna S;  Thurner S
Adobe PDF(4235Kb)  |  收藏  |  浏览/下载：0/0  |  提交时间：2019/06/18
Systemic Risk, Credit Default Swaps, DebtRank, Agent-Based Models, Multiplex Networks, Interbank Systems  
Systemic Risk Management in Financial Networks with Credit Default Swaps. 智库出版物
2016
作者:  Leduc MV;  Poledna S;  Thurner S
Adobe PDF(2024Kb)  |  收藏  |  浏览/下载：0/0  |  提交时间：2019/06/18
Systemic Risk, Credit Default Swaps, DebtRank, Agent-Based Models, Multiplex Networks, Interbank Systems  
The multi-layer network nature of systemic risk and its implications for the costs of financial crises. 智库出版物
2015
作者:  Poledna S;  Molina-Borboa JL;  Martinez-Jaramillo S;  van der Leij M;  Thurner S
Adobe PDF(3581Kb)  |  收藏  |  浏览/下载：2/0  |  提交时间：2019/06/18
multiplex networks  quantitative social science  risk propagation  cascading failure  systemic risk mitigation  financial regulation