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The ability to accurately estimate the extent to which the failure of a bank disrupts the financial system is very valuable for regulators of the financial system. One important part of the financial system is the interbank payment system. This paper develops a robust measure, SinkRank, that...
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Several assessments of vulnerability and resilience have been attempted at a country level through composite indices but they are barely in accord with a holistic view of sustainable development. We suggest graph theory to structure a network of variables that depict vulnerability and resilience...
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Several assessments of vulnerability and resilience have been attempted at a country level through composite indices but they are barely in accord with a holistic view of sustainable development. We suggest graph theory to structure a network of variables that depict vulnerability and resilience...
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