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Tags: Network analysis Systemic risk Types: Method Formats: HTML Groups: Demography, Economy and Finance 2.0 Licenses: Creative Commons Attribution 4.0 Availability: On-Line

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    DebtRank Systemic Risk Estimation Method

    The DebtRank algorithm is used to estimate the impact of shocks in financial networks, as it overcomes the limitations of the traditional default-cascade approaches.The method...
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