Papadimitriou, Theophilos; Gogas, Periklis; Tabak, … - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 19, pp. 4429-4434
Comprehensive and thorough supervision of all banking institutions under a Central Bank’s regulatory control has become necessary as recent banking crises show. Promptly identifying bank distress and contagion issues is of great importance to the regulators. This paper proposes a methodology...
