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 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...
