Assessing interbank contagion using simulated networks

Computational Management Science

Volumn 10, Issue 2-3, 2013, Pages 157-186

  Hałaj, Grzegorz ^a   Kok, Christoffer ^a  

^a EUROPEAN CENTRAL BANK   (Germany)

Author keywords

Banking; Interbank contagion; Network theory; Stress testing; Systemic risk

Indexed keywords

EID: 84878909216     PISSN: 1619697X     EISSN: 16196988     Source Type: Journal    
DOI: 10.1007/s10287-013-0168-4     Document Type: Article

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