Corporate payments networks and credit risk rating

21 Nov 2017Elisa LetiziaFabrizio Lillo

Aggregate and systemic risk in complex systems are emergent phenomena depending on two properties: the idiosyncratic risks of the elements and the topology of the network of interactions among them. While a significant attention has been given to aggregate risk assessment and risk propagation once the above two properties are given, less is known about how the risk is distributed in the network and its relations with the topology... (read more)

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