Systemic risk analytics : a data-driven multi-agent financial network (MAFN) approach
Year of publication: |
2013
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Authors: | Markose, Sheri M. |
Published in: |
Journal of banking regulation. - Basingstoke : Palgrave Macmillan, ISSN 1745-6452, ZDB-ID 2187925-4. - Vol. 14.2013, 3/4, p. 285-305
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Subject: | systemic risk | macro-prudential policy | financial network | agent-based modelling | eigenvector centrality | Pigou-type surcharge | Systemrisiko | Systemic risk | Agentenbasierte Modellierung | Agent-based modeling | Finanzkrise | Financial crisis | Netzwerk | Network | Unternehmensnetzwerk | Business network | Bankrisiko | Bank risk | Theorie | Theory | Finanzsektor | Financial sector |
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