Soramäki, Kimmo; Cook, Samantha - In: Economics: The Open-Access, Open-Assessment E-Journal 7 (2013) 2013-28, pp. 1-27
The ability to accurately estimate the extent to which the failure of a bank disrupts the financial system is very … of a bank in a payment system and identifies banks most affected by the failure. SinkRank is based on absorbing Markov … chains, which are well-suited to model liquidity dynamics in payment systems. Because actual bank failures are rare and the …
