unknown, and maximum entropy serves as the leading method for estimating unobserved counterparty exposures. This paper … realistic interbank networks that preserve important characteristics of the original interbank market. The method loads the most … probable links with the largest exposures consistent with the total lending and borrowing of each bank, leading to networks …

unknown, and maximum entropy serves as the leading method for estimating unobserved counterparty exposures. This paper … realistic interbank networks that preserve important characteristics of the original interbank market. The method loads the most … probable links with the largest exposures consistent with the total lending and borrowing of each bank, leading to networks …

often unobserved, and maximum entropy serves as the leading method for estimating counterparty exposures. This paper … realistic interbank networks that preserve important characteristics of the original interbank market. The method loads the most … probable links with the largest exposures consistent with the total lending and borrowing of each bank, yielding networks with …

developing a core-periphery model, and devise a procedure for fitting the model to real-world networks. Using Bundesbank data on … provides a promising avenue for understanding the formation of financial networks. …

developing a core-periphery model, and devise a procedure for fitting the model to real-world networks. Using Bundesbank data on … provides a promising avenue for understanding the formation of financial networks. …

entropy, closest matching and random matching. Contagion occurs through liquidity hoarding, interbank interlinkages and fire …

entropy, closest matching and random matching. Contagion occurs through liquidity hoarding, interbank interlinkages and fire …