DebtRank Analysis of the Japanese Credit Network
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- Silva, Thiago Christiano & Souza, Sergio Rubens Stancato & Tabak, Benjamin Miranda, 2017.
"Monitoring vulnerability and impact diffusion in financial networks,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 76(C), pages 109-135.
- Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak, 2015. "Monitoring Vulnerability and Impact Diffusion in Financial Networks," Working Papers Series 392, Central Bank of Brazil, Research Department.
- Silva, Thiago Christiano & Tabak, Benjamin Miranda & Guerra, Solange Maria, 2017.
"Why do vulnerability cycles matter in financial networks?,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 471(C), pages 592-606.
- Thiago Christiano Silva & Benjamin Miranda Tabak & Solange Maria Guerra, 2016. "Why Do Vulnerability Cycles Matter in Financial Networks?," Working Papers Series 442, Central Bank of Brazil, Research Department.
- Thiago Christiano Silva & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2016. "Modeling Financial Networks: a feedback approach," Working Papers Series 438, Central Bank of Brazil, Research Department.
- Poledna, Sebastian & Bochmann, Olaf & Thurner, Stefan, 2017. "Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 230-246.
- Stefano Battiston & Marco D'Errico & Stefano Gurciullo & Guido Caldarelli, 2015. "Leveraging the network: a stress-test framework based on DebtRank," Papers 1503.00621, arXiv.org, revised Feb 2016.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-11-09 (All new papers)
- NEP-BAN-2013-11-09 (Banking)
- NEP-NET-2013-11-09 (Network Economics)
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