Defaulting Firms and Systemic Risks in Financial Networks
نویسندگان
چکیده
منابع مشابه
Modeling systemic risks in financial markets
Systemic risk to financial markets is often defined as the risk of a major and rapid disruption in one or more of the core functions of the financial system caused by the initial failure of one or more financial firms or a segment of the financial system ([3], p. 3.) This widely accepted definition sets systemic risks in financial markets as a different class of risk agents in the market face, ...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2016
ISSN: 1556-5068
DOI: 10.2139/ssrn.2727693