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A Framework for Modeling Network Risk
Daniele Signori, Ramazan Gençay
3 - 11
10.3233/978-1-60750-828-1-3
NATO Science for Peace and Security Series - E: Human and Societal Dynamics
Volume 88: Use of Risk Analysis in Computer-Aided Persuasion
Abstract

The complexity of the financial system is increasing at an accelerating pace. This evolution is driven not only by technology but also by business practices. For example, as risk managers reach out for different exposures in the pursuit of diversification, the financial network becomes more tangles. The ensuing uncertainty has been indicated as one of the causes that aggravated the global financial crises. In this talk, we will cover some recent results on the econometrics of networks and describe an empirical framework for quantifying network risk.

$35.00 / €27.50 / £22.00
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