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Bank of Canada RSS Feedsen2024-03-28T12:21:34+00:00Filling in the Blanks: Network Structure and Interbank Contagion
https://www.bankofcanada.ca/2014/06/working-paper-2014-26/
The network pattern of financial linkages is important in many areas of banking and finance. Yet bilateral linkages are often unobserved, and maximum entropy serves as the leading method for estimating counterparty exposures.2014-06-18T11:49:45+00:00enFilling in the Blanks: Network Structure and Interbank Contagion2014-06-18Econometric and statistical methodsFinancial institutionsFinancial stabilityWorking Paper 2014-26https://www.bankofcanada.ca/wp-content/uploads/2014/06/wp2014-26.pdfFilling in the Blanks: Network Structure and Interbank ContagionKartik AnandBen CraigGoetz von PeterJune 2014CC6C63DD8D85GG2G21LL1L14