Filtering for risk assessment of interbank network
Year of publication: |
2020
|
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Authors: | Simaan, Majeed ; Gupta, Aparna ; Kar, Koushik |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 280.2020, 1 (1.1.), p. 279-294
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Subject: | Financial networks | Hidden Markov models | Liquidity risk management | OR in banking | Systemic risk | Finanzdienstleistung | Financial services | Risikomanagement | Risk management | Bankenliquidität | Bank liquidity | Markov-Kette | Markov chain | Systemrisiko | Bankrisiko | Bank risk | Interbankenmarkt | Interbank market | Finanzkrise | Financial crisis | Risikomaß | Risk measure | Unternehmensnetzwerk | Business network |
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