A Bayesian methodology for systemic risk assessment in financial networks
Axel Gandy, Luitgard A. M. Veraart
| Year of publication: |
December 2017
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|---|---|
| Authors: | Gandy, Axel ; Veraart, Luitgard A. M. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 63.2017, 12, p. 4428-4446
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| Subject: | financial network | unknown interbank liabilities | systemic risk | Bayes | MCMC | Gibbs sampler | power law | Systemrisiko | Systemic risk | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Bankrisiko | Bank risk | Markov-Kette | Markov chain | Unternehmensnetzwerk | Business network | Finanzsektor | Financial sector | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2016.2546 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011785318