Home › Categories › Education & Learning› “金融崩潰期� �通過金融網絡� ��析系統性風險 ”

“金融崩潰期� �通過金融網絡� ��析系統性風險 ”.pdf

bsty-2010.pdf

🔗 Source: web.archive.org

📊 Size: 385 KB

👤 Author: Taylan

⬇️ Downloads: 119

Summary

A financial network model is applied to a large overnight repo market in an emerging economy to analyze systemic risk during a financial crash. The study uses network investigation tools, such as links, interconnectivity, and reciprocity, and proposes a network measure of centrality to monitor systemically important institutions. The measure gives a warning before the crisis occurs. The study uses real data from the Turkish financial crash in 2000 and analyzes the causes and effects of the crisis using network theory. The results show that the structure of the market changed due to a key player and the November crisis destroyed the centralized network around this player. The study contributes to the literature on systemic risk and its network applications, highlighting the importance of network topology in understanding systemic risk.

Download File

Description

A financial network model is applied to a large overnight repo market in an emerging economy to analyze systemic risk during a financial crash.

Technical Information

File Format: PDF
File Size: 385 KB
Pages: 32
Language: EN
Author: Taylan
Total Downloads: 119
Last Updated: 2 months ago

Document Overview

This PDF document about “金融崩潰期� �通過金融網絡� ��析系統性風險 ” provides comprehensive information and guidance. Whether you're a beginner or advanced user, this resource offers valuable insights into “金融崩潰期� �通過金融網絡� ��析系統性風險 ”.