Network analysis and systemic FX settlement risk
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DOI: 10.1515/strm-2015-0006
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- Gai, Prasanna & Kapadia, Sujit, 2010. "Contagion in financial networks," Bank of England working papers 383, Bank of England.
- Soramäki, Kimmo & Cook, Samantha, 2013. "SinkRank: An algorithm for identifying systemically important banks in payment systems," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-27.
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Keywords
Networks; risk; statistics; quantitative finance; 05C82; 91D30; 91B30; 60Jxx; 91Gxx;All these keywords.
JEL classification:
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