Systemic risk in dynamical networks with stochastic failure criterion
نویسندگان
چکیده
منابع مشابه
The Evaluation of Systemic Risk in the Iran Banking System by Marginal Expected Shortfall (MES) Criterion
Today, Systemic Risk is being analyzed as one of the major issues in financial institutions. Banks are one of the institutions that can be linked to systemic risk based on global experience. Therefore, in the study, we evaluate the systemic risk in the banking system of the country via the marginal expected shortfall (MES) criterion. For the purpose of the present study, 17 banks listed on the ...
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ژورنال
عنوان ژورنال: EPL (Europhysics Letters)
سال: 2014
ISSN: 0295-5075,1286-4854
DOI: 10.1209/0295-5075/106/68003