Assessing the impact of incomplete information on the resilience of financial networks

This paper explores the issue of robustness against failure cascades for the network of interbank exposures. The available data were retrieved through the Bank for International Settlements database and report only incomplete information from which networks displaying a core-periphery structure were...

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Vydáno v:	Annals of operations research Ročník 299; číslo 1-2; s. 721 - 745
Hlavní autoři:	Cinelli, Matteo, Ferraro, Giovanna, Iovanella, Antonio, Rotundo, Giulia
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	New York Springer US 01.04.2021 Springer Springer Nature B.V
Témata:	Analysis Banking industry Banks Business and Management Cascades Combinatorics Computer simulation Economic aspects Economic models Failure Financial institutions Financial systems Hypotheses Information theory Networks Operations research Operations Research/Decision Theory Propagation Resilience S.I.: Recent Developments in Financial Modeling and Risk Management Theory of Computation Italy Rome Italy C63 Cross-border banking G20 Network analysis Financial interconnectedness Incomplete information Resilience
ISSN:	0254-5330, 1572-9338
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