Mapping Systemic Risk: Critical Degree and Failures Distribution in Financial Networks.

The financial crisis illustrated the need for a functional understanding of systemic risk in strongly interconnected financial structures. Dynamic processes on complex networks being intrinsically difficult to model analytically, most recent studies of this problem have relied on numerical simulatio...

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Bibliographic Details
Main Authors: Matteo Smerlak, Brady Stoll, Agam Gupta, James S Magdanz
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2015-01-01
Series:PLoS ONE
Online Access:http://europepmc.org/articles/PMC4514837?pdf=render