Filtering for risk assessment of interbank network
Majeed Simaan, Aparna Gupta, Koushik Kar
| Year of publication: |
2020
|
|---|---|
| Authors: | Simaan, Majeed ; Gupta, Aparna ; Kar, Koushik |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 280.2020, 1 (1.1.), p. 279-294
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| Subject: | Financial networks | Hidden Markov models | Liquidity risk management | OR in banking | Systemic risk | Markov-Kette | Markov chain | Risikomanagement | Risk management | Systemrisiko | Bankenliquidität | Bank liquidity | Bankrisiko | Bank risk | Theorie | Theory | Finanzkrise | Financial crisis | Interbankenmarkt | Interbank market | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2019.06.049 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012132392