Hi Stuart, this is a great article. It's very informative. But I couldn't understand the sensitivity part in the "Next Steps" section. Could you explain it more? Thanks, Duygu
A network-based computational model of systemic risk - discusses the applications of graph / network theory to systemic risk modelling. By modelling network nodes as agents, and defining the arc...
A network-based model of Systemic Risk in Banking
Stuart, Hello. This is a nice idea, that is widely explored at present time (try googling systemic risk and network). As I told you, I am working on this area actually, form a CVA point of view. ...
A network-based computational model of systemic risk – discusses the applications of graph / network theory to systemic risk modelling. By modelling network nodes as agents, and defining the a...