Reconstructing and stress testing credit networks
Year of publication: |
2020
|
---|---|
Authors: | Ramadiah, Amanah ; Caccioli, Fabio ; Fricke, Daniel |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 111.2020, p. 1-26
|
Subject: | Aggregation level | Bipartite credit network | Network reconstruction | Stress testing | Systemic risk | Systemrisiko | Kreditrisiko | Credit risk | Unternehmensnetzwerk | Business network | Stresstest | Stress test | Netzwerk | Network |
-
Reconstructing and stress testing credit networks
Ramadiah, Amanah, (2019)
-
Reconstructing and stress testing credit networks
Ramadiah, Amanah, (2018)
-
Topological properties of reconstructed credit networks and banking systemic risk
Wang, Chao, (2023)
- More ...
-
Reconstructing and stress testing credit networks
Ramadiah, Amanah, (2018)
-
Backtesting macroprudential stress tests
Ramadiah, Amanah, (2020)
-
Reconstructing and Stress Testing Credit Networks
Ramadiah, Amanah, (2017)
- More ...