Showing 1 - 10 of 17
Persistent link: https://www.econbiz.de/10009160246
Persistent link: https://www.econbiz.de/10009736855
Persistent link: https://www.econbiz.de/10011733939
Persistent link: https://www.econbiz.de/10012498199
Persistent link: https://www.econbiz.de/10012229508
Persistent link: https://www.econbiz.de/10003841775
Persistent link: https://www.econbiz.de/10003858104
Persistent link: https://www.econbiz.de/10003379298
We quantify the sensitivity of the Eisenberg-Noe clearing vector to estimation errors in the bilateral liabilities of a financial system. The interbank liabilities matrix is a crucial input to the computation of the clearing vector. However, in practice central bankers and regulators must often...
Persistent link: https://www.econbiz.de/10012948255
Persistent link: https://www.econbiz.de/10010363905