Using Shapley's asymmetric power index to measure banks' contributions to systemic risk
Year of publication: |
June 2016
|
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Authors: | Garratt, Rod ; Webber, Lewis ; Willison, Matthew |
Published in: |
The journal of network theory in finance. - London : Infopro Digital, ISSN 2055-7795, ZDB-ID 2835731-0. - Vol. 2.2016, 2, p. 35-55
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Subject: | Shapley value | systemic risk | contagion | bank regulation | interbank contagion | critical threshold | Theorie | Theory | Systemrisiko | Systemic risk | Ansteckungseffekt | Contagion effect | Shapley-Wert | Finanzkrise | Financial crisis | Bankenkrise | Banking crisis | Bankrisiko | Bank risk | Bank | Bankenregulierung | Bank regulation |
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