A network of business relations to model counterparty risk
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References listed on IDEAS
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- Barro, Diana & Basso, Antonella, 2010.
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More about this item
Keywordscredit risk contagion; networks; counterparty risk; entropy spatial models;
- D61 - Microeconomics - - Welfare Economics - - - Allocative Efficiency; Cost-Benefit Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-11-25 (All new papers)
- NEP-NET-2008-11-25 (Network Economics)
- NEP-RMG-2008-11-25 (Risk Management)
- NEP-URE-2008-11-25 (Urban & Real Estate Economics)
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