Systemic Greeks: Measuring risk in financial networks
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Cited by:
- V. Sasidevan & Nils Bertschinger, 2019. "Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches," Papers 1912.05273, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-RMG-2018-11-12 (Risk Management)
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