Modeling systemic risks in financial markets
AbstractWe survey systemic risks to financial markets and present a high-level description of an algorithm that measures systemic risk in terms of coupled networks.
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Bibliographic InfoPaper provided by arXiv.org in its series Papers with number 1311.3764.
Date of creation: Nov 2013
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Web page: http://arxiv.org/
This paper has been announced in the following NEP Reports:
- NEP-ALL-2013-11-22 (All new papers)
- NEP-CBA-2013-11-22 (Central Banking)
- NEP-CFN-2013-11-22 (Corporate Finance)
- NEP-RMG-2013-11-22 (Risk Management)
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- Alison L. Gibbs & Francis Edward Su, 2002. "On Choosing and Bounding Probability Metrics," International Statistical Review, International Statistical Institute, International Statistical Institute, vol. 70(3), pages 419-435, December.
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