SinkRank: An algorithm for identifying systemically important banks in payment systems
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DOI: 10.5018/economics-ejournal.ja.2013-28
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References listed on IDEAS
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More about this item
Keywords
payment systems; systemic importance; graph theory; Markov distance; absorbing system;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G01 - Financial Economics - - General - - - Financial Crises
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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