Key Borrowers Detection by Long-Range Interactions
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- Fuad Aleskerov & Natalia Meshcheryakova & Alisa Nikitina & Sergey Shvydun, 2018. "Key Borrowers Detection by Long-Range Interactions," Papers 1807.10115, arXiv.org.
References listed on IDEAS
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- Maxim Kotsemir, 2019. "Unmanned aerial vehicles research in Scopus: an analysis and visualization of publication activity and research collaboration at the country level," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(4), pages 2143-2173, July.
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More about this item
Keywords
systemic risk; key borrower; interconnectedness; centrality;All these keywords.
JEL classification:
- C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
- G2 - Financial Economics - - Financial Institutions and Services
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2016-08-14 (Risk Management)
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